It is just a simple trick i would like to share:
-> Create a Groups (mention ex: "GAMES" or what u like)
-> Customize the Group Page
-> Activate/drug The "Text & HTML" Widget. Then copy the game code (You can get free from: agame.com or similar games site) and paste on the Text & HTML Widget.
-> Click Finish Customize. Now Your Site has a Game Page
-> To let visitors or users go to the game page simply just create menu navigation (Use Page & Menu on Admin Panel) point link to the group page-"GAMES"
-> See Sample: Wings of War Games