Do you mean games packaged in files with the file extension .rpm ?
If you are using Linux: RPM stands for Redhat Package Manager. These are Linux programs prepared for installation in Redhat Linux or any other Linux distribution using the same package format, such as Fedora, CentOS, SUSE. If you have some such Linux, you can install such packages using your native software installation method, although you are likely to run into problems if it's packaged specifically for a different distribution, or for a different version, especially if the game uses non-trivial dependencies. For Debian, Ubuntu and many other Linux distributions, there is a tool called alien, which allows you to convert a .rpm package into a .deb package, which you can then install natively on these platforms. I have never used a Linux distribution using neither method and don't know how you would do it there.
If you are using MacOS X: I know very little about this operating system, but it has some limited compatibility with Linux. Apparently you can install something called MacPorts, and then use that to install RPM support. Then you can install .rpm packages directly, though likely you can run into the same kind of problems that can occur in RPM-based Linux distributions.
If you are using Windows: While you could theoretically install a PC emulator such as VirtualBox (open source) or VMware (commercial) and install Linux inside that, nowadays it's better to install Linux directly inside Windows using the technology called WSL, or more precisely WSL2. This is version 2 of the Windows Services for Linux, allowing you to run Linux programs almost as if they were Windows programs, without too much overhead. It's a normal part of Windows. You 'just' need to select a Linux distribution, install it, and learn how to use it. If you want it only for games packaged as .rpm, then Fedora Remix is probably the best choice of distribution.
In short: It can be quite tricky to get such a game running if it's not specifically for a Linux distribution and version that you are already running.
You may ask why it is so complicated. The answer is: Games available as .rpm are typically also available packaged for the other major Linux distributions, as Windows installers, and for Mac OS X. So you just need to find out where to find the right package for your operating system. You wouldn't normally mess around with alien or with emulators because normally you don't have to.
