I don't think there is anything special about installing non-conda packages in a conda environment. Just follow the instructions for the software you need. In the case of GeneMark, I've been working on a genome annotation pipeline which installs GeneMark automatically starting from gmes_linux_64.tar.gz (whose has to be downloaded manually before hand, unfortunately). The relevant install script is (from installation.smk) is:

gm=`basename <input.gm> .tar.gz`
rm -rf <params.gmpath>
cp {input.gm} ${gm}.tar.gz
tar zxf ${gm}.tar.gz
mv ${gm} <params.gmpath> 
rm -rf ${gm}.tar.gz
cd <params.gmpath>
# Copy key if necessary. We assume the key in the tar archive is valid 
if [ -f ~/.gm_key ]
then
    my5=`md5sum ~/.gm_key | cut -d ' ' -f 1`
else
    my5='notfound'
fi
this5=`md5sum gm_key | cut -d ' ' -f 1`
if [ "$my5" != "$this5" ]
then
    cp gm_key ~/.gm_key
fi
# Use perl on PATH
perl change_path_in_perl_scripts.pl '/usr/bin/env perl'

# Test installation
./check_install.bash

Where <input.gm> is the full path to gmes_linux_64.tar.gz and <params.gmpath> is the full path to where you want to have it installed.