If a downloadable game is an
.exe file, just click the link, and choose open. The game will usually be installed among your other programs (otherwise you can choose where you would like to install it during the installation process).
If the game is a
.zip or .rar file, choose save, and save it to your pc.
Extract it in a new folder using WinRar for example (if you don't have it, get it from here:
http://www.rarlab.com/).
Then click the installation file (in most cases .exe file) or the file that starts the game, and your pc will install it, or launch it respectively.
