Answer:
you either buy your games in a store, or you download them from torrent sites, which is considered illegal by most people. Assuming you mean "illegal downloading" you'd have to find a torrent site (such as mininova, torrenz, isohunt, you name it) and download the game using a torrent programme. You burn it on a DVD and put it in your wii (assuming that you have already installed the appropriate software, if not, try googling "homebrew channel" and follow the instructions)