I would like to know this as well.....
It will depend on game provider, some of them support it. And probably you will need to host it on your own server with swf or unity file like Novel Games do.Keep in mind, When I posted this in 2014 the plug-in supported mochi games I believe they were called so most games had integrated leader boards etc for your OxWall site. Now it's pretty much either uploading a SWF/UNITY to your server or using a embed code and the intigration is no longer there the most you'll get is a rating bar and whos playing straight out of the box as leader boards etc will be up to you to code yourself.
Today you can upload files or embed and there is no universal code for leaderboards or some other things as Mochi games had provided.