OK,There are many, many, ways to do this. It is made much easier if you have had programming experience, preferebly in C/C++/Obj-C. If you don't know what I'm talking about, look at Scratch (google...
It's easy! You got to make sure it's for mac, then click on it. The download manager should then pop up and you will see the download staring. If not look on your desk top. :)
Games are (mostly) either written for the Windows operating system or Mac OS X. A game written for Windows will not work on a computer running Mac OS X and vice versa. Same games have both versions...
Apple maintains a Games section on their website (See links below) that provides details and links to demo versions to some of the many games available for Macs.