lets say u download from windows from the link u gave me then wat u have to do after that ?
I see, you don't understand what it is. What happens is when the developer or whomever packages the game up to send to you, he will normally use what is called file compression to reduce the size of all the files and put them all into a single file to download. The most common type to use these days is ZIP files (though there were quite a few more in the past). Well, 7ZIP is a free program which will unpack ZIP files for you, but it also has its own format called 7ZIP which uses the .7Z extension you have seen. That is similar to the ZIP format but it has much better compression than ZIP so the game file is much smaller than normal ZIPs. The RAR format is similar, it is an older compression format like ZIP and 7Z that is also sometimes used. 7ZIP can open up ZIPs, RARs and it's own 7ZIP, so you download 7ZIP and then run the program to install it onto your system. Once you do that, you will be able to double click the 7Z file and it will open up like a ZIP file would and you can then extract the game files onto your system to run. The beauty is it also opens up ZIPs and RARs which is handy. It also adds a context menu entry, so if you select a bunch of files, then right click, you will see a new 7-ZIP menu which gives you the option to create your own ZIP or 7ZIP archives. You can also right click on ZIPs, RARs or 7Z files and it will give you options on how to extract them etc...
In short, download 7ZIP, run the program you get and install it. Double click the game 7Z and open it up like a ZIP or anything else and extract the game files to your hard drive normally as you would a ZIP etc.