I feel really stupid for posting this.. But how do I run games that I download? (Yes, I've already searched the FAQ, etc..)
Most games are compressed in a zip file. First you have to unzip the game you've downloaded, using a suitable program such as FilZip (http://www.softpedia.com/get/Compression-tools/Filzip.shtml).
Using FilZip, extract the contents of the file to a folder, if they aren't already contained in one, and double-click the .exe file to play.
Following from the previous post:
* It's advisable to scan the unzipped files for viruses. Games should be virus-free, but it's always a good idea to scan any executable you download from the Internet.
* Run the winsetup.exe file to choose things like whether to run the game full-screen or in a small or medium-sized window, whether to use a translation into another language, if any such translation is available, etc. Then click on "Save and run" to start the game. Alternatively, you can save the settings and then run the executable by double clicking on exe file for the game, as Guvnah Sammeh Skizzahs says.
Hopefully that should make everything clear.
I find it odd that you can figure out how to sign up and then post on these forums, but you can't figure out how to download and run an AGS game.
Given your lack of details about exactly where you're having trouble ...
How about a tad more information:
1) What game(s) are you trying to run?
2) What part of the 'running' are you having trouble with (unzipping, installing, etc)?
3) What system are you using (pc or mac)?