Well most of the games will be in a "gameName.apk" file, this file is like an app installer (actually it's just a .zip file with a different extension), the file can be transfered with your USB recharge cable from your PC to the android device (or directly downloaded with the android device) then you tap on the file, it asks you for the necessary permissions the creator has set up, when you accept it will install the app to your device. After the installation was successfull you can delete the .apk file since it will just take away necessary space
If there's no game icon on your "desktop" after the installation, you can go into your usual android menu screen, there should be an icon for the game on the last page
p.S.: Agh, forgot about the install permission thing...
Before you can actually install an app outside of the google play store you'll have to go to your settings and allow external app installations (After tapping on the .apk file it will ask you if you want to allow the installation of an insecure app outside the google play store bla bla
So you can just tap on allow right then and there)