That's why I like to use Windows 11 Pro -- it has Windows Sandbox where you can do things in a safe environment. If there's anything malicious you can end the session and go back to your normal desktop.
But in general you can stay safe by making sure the game you're downloading meets the following criteria:
-- The game should have multiple screenshots and/or gifs.
-- There should be comments or ratings for the game (unless it just came out).
-- Legit creators are going to have better creator pages -- a gallery of their other projects, a nice bio, links to their social media, etc.
-- File size should be representative of what you're downloading. If you see a 1GB download of a Space Invaders clone . . . unless the graphics are really good, that'd be a huge red flag.