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Most games that you download will come with a README text file. It is highly recommended that you read this file before proceeding with the installation, as many downloaded games require some special steps in order to get them to work. If the game came in ISO format, you'll need to mount the file as a virtual disc or burn it to an actual disc to use it. Windows 8 and 10 users can right-click the ISO file and select "Mount" to "insert" the ISO file into the virtual drive. Windows 7 and later users can burn ISO files by right-clicking the ISO file and selecting burn to disc.  If you can't mount or burn the ISO file, see How to Burn ISO Files to DVD and How to Mount an ISO Image. Not all downloaded games come in ISO format. You may have a traditional setup file instead. Start the installation from the disc, or run the setup file. The process for installing is going to be different for every game. Pay close attention to any installation instructions and make sure to follow the steps exactly. If you don't follow the steps, there's a good chance the game won't work.  During the installation procedure, you may have to run a crack program to bypass copyright protection. Be very careful when running crack programs, as these are by far one of the most common ways that viruses are transmitted. If you want to be absolutely safe, install the game on a virtual machine first and apply the crack. Monitor the virtual machine for any signs of infection. If the game is clean, then you can install it on your actual computer. See How to Use VMware Workstation for a guide on setting up and using a virtual machine. Once the game is installed, you should be able to play it. You'll still need to refer to the README file, as many cracked games will still need you to follow specific steps to start it. This could include running a different executable from the game's directory, or applying a special crack each time you start it. Remember, software piracy is illegal in most areas. The instructions above should only be used for games that you legally own.
Find the README file for the game. Mount or burn the ISO file (if necessary). Start the installation procedure. Play your game.