when you go to a game page do the next stuffs:
1) che the tags if the game is to your liking
2) check the INSTALATION section that look like this
3) Create a folder if you want to hide it somewhere and go to the antivirus and add THAT FOLDER to the exception list, this way every game you download wont risk losing a file and getting errors bcs the antivirus auto deleted something
4) download the game in the folder and follow the instalation guide if it says extract and play, just extract, go to the game folder and double click the GAME.exe
IF you need japanese encoding, you need to open the winrar file, change coding to japanese and extract, and then you may need the "Locale Emulator" to emulate japanese games (usually some kagura games needs those)
but thats everything you may need to know, download extract and play