You're also not likely to put yourself in trouble. Normally, they send you a cease and desist letter and you have to stop distributing the game. It is almost impossible to get sued or go to court.
As they recommend, look for information about the company that owns the rights and see what they think about the projects created by Fan.
For example, Harmony Gold is a very aggressive company and a project that finds, a project that closes.
At the other extreme, you have Capcom, which tends to be very permissive with fan projects.