You download the game for windows for example and unpack it. Then you turn on joiplay, click this + on right bottom, fill up name and then click on 3rd box to select executable file. That is this ".exe" or ".py".
Also you might need renpy add on, it's on google play too
No problem. You can play with joiplay any renpy game, some rpg maker game(not all cause some games have addons not supported by app or on android os) and twine games (html games)