First of all, make sure you've selected OpenGL as DOSBox renderer.
Everything based on the default GOG install setting.

1. Click Add a Game on Steam Client
2. Click Add a Non-Steam Game...

3.1. If you have the GOG registered start menu items, you should see Syndicate Wars (Swars from here on) on the "Add a Game" window.
3.2. Check the SWars and Click "ADD SELECTED GAME".

3.3. If you've deleted the start menu items, you will have to manually add the DOSBox.exe. Browse to Swars install location\DOSBOX\DOXBox.exe
3.4 Click "ADD SELECTED GAME".

4. When SWars is added to your Steam client, right click on SWars, select "Properties".
5. On "Target:" inputbox, copy and paste the following (Including the quotation marks):

"Your SWars install location\DOSBOX\DOSBox.exe" -conf "..\dosboxSWARS.conf" -conf "..\dosboxSWARS_single.conf" -noconsole -c exit

6. Change the target location to yours.
7. Change "Start In:" location to your install location, if it's different than that of "Target:" location.

Finished.

If you want to add SWars icon that came with the install to Steam Client, copy and rename gfw_high.ico to gfw_high.exe and then change your Steam registered SWars icon.