You have to install games from Programs and Features which you can find in Control Panel, Programs and Features.
A shortcut to the Control Panel Programs and Features (aka Add/Remove Programs) is to click the Start button/orb and in the box enter:
appwiz.cpl
Then choose to Turn Windows features on or off (and wait for the window to populate).
Put a check mark in Games, then click OK:
After a bit your Games Explorer should look like this:
You can also drag/drop your own other games into that folder.