I'm not sure exactly what your question is, but I'll try to answer what I interpret you to be asking.

1.) If you're asking about how to create a game you could try many different languages, Java applets are usually good for short games but more or less any language should work

2.) If you're trying to upload a game such as one made in java to your site to be played you can do that with simple HTML

3.) If you want to upload an exe for others to download you can simply upload the file to ur site as you would any other file and link it, also using HTML