How do I play java games?

Java comes in many flavours: J2EE (Java 2 Extended Edition) for servers. J2SE (Java 2 Standard Edition) for desktop PC's and desktop PC browser "plug-in's". J2SE (Java 2 Micro Edition) for mobile phones (also known by the terms MIDP 1.0 and MIDP 2.0; MIDP stands for Mobile Information Device Profile).

There are also a couple of additional variants known as PersonalJava and PersonalProfile, but unless you have a Nokia 9500 or Sony Ericsson P800/P900 we can ignore those, and your phone most likely supports only MIDP 1.0 or MIDP 2.0 (depending on which phone and by whom you have).

So, you need to look for .jar files (JAR = Java ARchive) of so called J2ME "midlets" (which are MIDP Java applications) and install those on your phone (in the same way as you'd install a Symbian application in .sis file).

The web site you pointed to, based on a very quick glance (so I could be wrong), seems to have mainly J2SE = PC-browser based games, which won't run on your phone.