What are some alternative methods or tools to play games on a MacBook besides using platforms like Steam?

Speaking very broadly, you have limited choices:

1. The games have a macOS version - even just an Intel that runs under Rosetta2 (for as long as any Intel support or Rosetta2 is maintained). You buy the games.
2. Virtualization - A Windows ARM VM in a suitable VM hypervisor, which really means either Parallels or VMWare Fusion. You pay for the VM program, the Windows license and the games.
3. Emulation - I've not aware of any emulators...well, there is one called UTM but I would still classify it as very Beta. You still pay for the Windows license and the games (and no guarantees that all will work properly).
4. Compatibility translators - Something Wine-like. I believe Crossover has an Apple Silicon compatible offering now. You pay for that program and the games. Since there is no Windows OS, it is always possible that a given program will not work - or may take time for the developers to support.

BTW, the only Microsoft-approved ways to do what you want are Windows 365 Cloud PC, or Parallels versions 18 and 19 with a Windows 11 ARM installation.

There are lots of Mac games in the App Store. Unfortunately, the 32-bit ones won't run on Catalina or later.

If you have an Apple Silicon Mac, and look in the App Store, you may find that some iPhone and iPad games are available for Macs. Because iPhones, iPads, and Macs have such different user interface hardware & software, some iPhone and iPad games may work better on Macs than others.

Apple has a subscription gaming service called Apple Arcade . You get access to many games for a flat fee per month. The games don't have "in-app purchases" to nickle-and-dime you to death. In some cases, this means that the Apple Arcade version of a game has fewer features than the regular version.

If you are into flight simulators, there is one called X-Plane that you can buy from the developer's site. I bought a much older version of this for a previous Mac … and might, one day, buy the current one. This application tries to provide a realistic simulation, so learning to fly a plane well has a bit of a steep learning curve. (Crashing is easy!)

Well, there's Battle.net, Epic Games, Aspyr, GoG.com...etc...actually a ton of places that have Mac compatible games - and an Apple Silicon Mac will run the older Intel-developed games in Rosetta2.

UTM can theoretically run operating systems either using virtualization – which would require an ARM-based OS on an Apple Silicon Mac – or using slower emulation of a different processor type.

I don't know how well it would run Windows for ARM in a VM; or regular Intel versions of Windows in emulation; for productivity applications. For gaming, forget it. From the UTM site:

"Can I run games?

No, probably not. UTM does not currently support GPU emulation/virtualization on Windows and therefore lacks support for 3D acceleration (e.g. OpenGL and DirectX). You may be able to run older games with software rendering options, but nothing with hardware acceleration."

From the Parallels links, it looks like the version of Parallels Desktop that the vendor recommends for gamers is a "subscription" (rental) only product costing $119.99 USD per year. That is just for Parallels – you will have to pay Microsoft separately for Windows 11 for ARM. Microsoft sells Windows 11 Home as a download for $139, and I'm guessing that would be the price for Windows 11 for ARM.

So to use Windows 11 for ARM in a Parallels Desktop VM for five years, you would be shelling out something like $740 USD – $600 for Parallels, and $140 for Windows. Plus whatever your games cost.

Hassan9939 wrote:

How can i play Windows games on Mac? i am using M3 max

Apple Silicon Macs cannot run Intel versions of Windows. You will need a special version of Windows - one built for ARM processors (Windows 11 for ARM).

Neither Apple nor Microsoft support running Windows 11 for ARM as a "dual boot" OS on Apple Silicon Macs … Apple does not support Boot Camp, and Microsoft has shown no inclination to offer Windows 11 for ARM for use as a host OS. That means that you'll need to run Windows 11 for ARM inside of an ARM virtual machine.

Windows 11 for ARM can run some off-the-shelf Intel-only applications using its own Intel emulation. If you do that, you will be running applications inside an Intel emulator, inside of an OS that is a guest in a virtual machine. That will involve some overhead and limitations.

See:

Microsoft Support – Options for using Windows 11 with Mac® computers with Apple® M1®, M2™, and M3™ chips

Microsoft Support – Windows Arm-based PCs FAQ

Parallels – Parallels Desktop 19 for Mac

Parallels Knowledge Base – Play Windows games in Parallels Desktop for Mac

Parallels Knowledge Base – Parallels Desktop for Mac with Apple silicon limitations

Parallels Desktop for Mac – Choose the plan that's right for you

Even more Beta than I thought.