Continue past the welcome screen (it lists the launchers found: Steam, GOG, Heroic, Lutris, Bottles) and open Stardew Valley. Setup has three steps.

Game folder. Mortar shows where it found the game. A copy in Desktop, Downloads or Games (on Windows also a drive's root) is offered under Found a copy outside your launchers; otherwise use Choose folder…. Change folder… and Rescan fix a wrong pick. On Linux, a Windows build outside Steam runs through a Proton version your Steam already has.
Install SMAPI. Mortar installs it by itself; if that fails, choose Retry or Skip for now. On Windows with Steam, the game starts without SMAPI unless SMAPI is in its Launch Options (right-click the game in Steam, Properties). Mortar shows the line to paste, or choose Set it in Steam for me with Steam closed.
First profile. Start empty (only SMAPI), Import from the game's Mods folder (copies your mods, changes nothing in the game folder), From another mod manager or From a shared link.