Can I download rpg games on my imac online without app store?

So I've been playing this rpg online game (Dragon nest) on my windows pc, and now I wanted to play it on my iMac. A lot of people said its possible. However, I was not quite sure if I could download it online rather than in the app store since the app store does not have the game. What confuses me is that if I download the game online, wouldn't it bring virus(es) on my iMac? and when I watched the (iMac rpg game download online video) it says that I have to change it to windows 10 or 7 and to manage my bootcamp. I did not really understand it and I wanted it to be sure before I try. I hope you can help me, it would be a great help. Best regards from Philippines.