How do you open files with a game in it on Mac?

Hello everyone, if you were wondering, yes, I am a complete noob at technology and often find the most basic things to do impossible.

I always play games where you have to download a file and then open it. However, currently I don't have anything that can open the games, whatever application I use to open the file will always just open as text and not the actual game! Can you guys please help? Thx...🙂