Hi,

When a download some game the .exe is only opening an CMD but nothing is launching, the game is not showing. I don't know how to resolve this problem to play

Are you sure you did not download some malware? This sounds like malware.

Unfortunately, there is a lot of malware on Itch.

If you do trust the developer, you need to ask on the comment section of that game. Having a cmd box open is very unusual these days.

Link us to the game, I would check it with Virus total. However that can also show many false positives.
Check your firewall traffic is the game trying to contact the internet?