Welcome aboard first of all.
To halfway answer your question, you do not "need" to install GameShadow, or whatever SH3 uses. I purchased SH3 from the store, and when installing, it asks to install GameShadow, I click cancel, because I update manually. The game still runs 100% with nothing stopping it.
This could still be the case with buying it online and downloading it, but I don't have any experience with that.
Good luck!
__________________
|