You are in the arena of greatest risk to your computer when you begin downloading executable files. If you can't figure out how to install the games, imagine the fun you'll have when you try to uninstall the harmful files contained therein.

I've downloaded quite a few useful programs via Limewire. It was not always a painless process. Using Bitzi will certainly help (read about it on this forum).

No one can specifically answer your question as you have not provided enough info; and you should read the forum rules before asking for help with a specific downloaded game. Some games require that you run a setup file, others require you to mount the software onto a CD, or run from the command line. Look for a .txt file. Because of this quagmire, games are probably the least-often downloaded files.