Your fans run 100% of the time. Their default (lowest) speed is about 2000 RPM, at which speed they should be nearly inaudible, and if you don't know they're running you might not suspect they were. As the machine heats up, the fans accelerate, and especially if they are worn, damaged, obstructed, or unbalanced because of an uneven accumulation of dirt on them, you'll hear them more and more, and possibly much more at some RPM levels than at others. They top out at 6000 or 6200 RPM, depending on your MBP model.
If one or both fans (13" models have only one) is failing or not operating at full efficiency for any reason (e.g., an air duct narrowed by accumulated dust), your machine may heat up more than normally while playing demanding games, and if it nears the threshold of dangerous overheating, it will shut down for its own protection. If I were you, I wouldn't plan on any heavy gaming before you visit the Genius Bar — or at least I'd be prepared to abandon it at the first indication of abnormally high temperatures, instead of waiting for the machine to shut down.