You mean instead of starting EmulationStation on boot ? If so, then edit the /opt/retropie/configs/all/autostart.sh file and add your own command before the emulationstation #auto line.
To determine which is the correct command line, you can use either the advice from the Docs or just start your game, then open /dev/shm/runcommand.log and see the actual command line used to launch it.

someone asked about this on reddit a few weeks back, and i told them to add it to:
/opt/retropie/configs/all/autostart.sh

expressvpn connect &
emulationstation

it seemed to work for them. here's the thread for reference.