You can find it here.[www.retroarch.com] Find and download Windows package version (instead of the installer). It should be Download (64bit) under Windows section most of the time.

Unzip the .7z file you just downloaded. Copy everything to your installation folder of RetroArch.
> If you are not sure, backup these four folders under old RetroArch installation: config, saves, shaders, states.

Open your Steam Library, right click RetroArch and select Properties. On the General tab you'll find Launch Options section. Enter following launch options:

%COMMAND%

Now RetroArch can be properly launched via Steam. Try and test if everything runs as intended.

If steam updates RetroArch, it will be rollback to Steam version with all the cores and settings conserved. You can replace it later when you need to install new cores.