how do you play the game you downloaded

You will have to sync it to a compatible iDevice using iTunes.

Tap the icon on your Home Screen.

If you can not find it try looking on the next page (swipe across the screen from right to left).

Where have you downloaded the game from ? If the iTunes app store then you will need to sync it to your iOS device - what does the app's requirements page in the store say that it's compatible with, iPhone, iPod Touch and/or iPad ?

If you have downloaded the game via iTunes you will need to sync it to a compatible iDevice. If this isn't the issue, please provide details.