Hi, Zola. I'm Robinson, and I’m happy to help you today.
Unfortunately, this is a limitation of the UTM. You cannot use UTM to run games since it doesn't have support for GPU emulation/virtualization. You can see this information on the link below.
"Can I run games?
No, probably not. UTM does not currently support GPU emulation/virtualization on Windows and therefore lacks support for 3D acceleration (e.g. OpenGL and DirectX). You may be able to run older games with software rendering options, but nothing with hardware acceleration. There is experimental support for hardware OpenGL acceleration on Linux through Virgl."
Note: This link is a non-Microsoft website. The page appears to be providing accurate, safe information. Watch out for ads on the site that may advertise products frequently classified as a PUP (Potentially Unwanted Products). Thoroughly research any product advertised on the site before you decide to download and install it.
I hope this information helps. If you have any questions, please let me know and I'll be glad to assist you further.