Depends on the games, in most cases you want to get the CD/DVD the game
came on, insert it into your CD-ROM drive and run the installer applcation.
(Check the game manual for info on installing).

If you are talking about games like Freecell or Solitare that come with
Windows. Bring up your control panel, choose Add/Remove Programs, Click on
the Add/Remove Windows Features (it should be a button on the left side of
the window), find Games, put a Check in the box and Click OK or whatever
confirm button is here.

That should copy the games to your HD. Might need the Windows XP CD to do
it.