If you're not using Steam then you can batch files for each game. I've written a batch script here. Simply follow the instructions in that post if you're new to this. Since the back-end names have changed, I'll just post the updated script here.
Code:
echo off
::Enter the emulator executable name including the filetype
set Emulator=Dolphin.exe
::Enter the game you would like to play including the filetype
set Game=Super Mario Galaxy.iso
::Enter the full path of the directory of your emulator. Make sure to add a trailing \ if there isn't already
set EmulatorDirectory=D:\Emulation\Emulators\GCnWii\Dolphin 4.0.1\
::Enter the full path of the game location. Make sure to add a trailing \ if there isn't already
set GameDirectory=D:\Emulation\ROMs\Wii\
::Uncomment (remove the ::'s) for the back-end you want to use
::Comment (add the ::'s infront of the line) everything else
set BackEnd=OGL
::set BackEnd=DX9
::set BackEnd=D3D
::DO NOT MODIFY UNLESS YOU KNOW WHAT YOU'RE DOING!
set LaunchEmulator=%EmulatorDirectory%%Emulator%
set LaunchGame=%GameDirectory%%Game%
start "" ^"%LaunchEmulator%^" /V ^"%BackEnd%^" /e ^"%LaunchGame%^" /b
