(1) I sorted it out.
(2) You start the game with an Emulator (Play Mafia3.exe).
(3)However in the SmartSteamEmu.ini-file the target should be changed to: Target = mafia3.exe.
(4) To get SweetFX to work with the game:
a) Open a ReShade Setup.exe.
b)Choose "mafia3.exe" when you choose the game (it will not work with "PLAY MAFIA 3.exe" because that is the emulator).
c)Make a tick against Direct3D 9. Nothing will happen when you click run Mafia III.
d)SweetFX is now installed againt "mafia 3.exe". In the game file you click "Play Mafia3.exe" (which is coupled by the ini file to mafia3.exe).
e)SweetFX works now. Took me some time to figure all this out.