How to Install a game

[Barabba]

Hi boyz

Is pretty cool to find a lot of games.. all, all what we want.. but how can install them?
At first I understand how to install a .sis (not to difficult.. a Nokia sweet is a quite enought )
In second I learn about to share the "C:\" with a IRDA PC.. not too difficult too.. but in no many threads is explained which programs are.. (for you which is the best??)

Now I want to run what I upload.. but I don't know how to execute the .class files or .bin or what other hell types exist (may .app a c++ based programs?)
Is a java emulator or may I have to create a right link to execute this games? How can I do?

Sorry for the stupid question.. but I'm around here from 1 week