Downloading games online is pretty straightforward most of the time, but there are still a few things worth checking before grabbing files from a site you havent used before. One of the biggest things is the actual file host being used.
If a site is linking out to a recognised service such as MEGA, Google Drive, Dropbox or MediaFire, thats normally a better sign than being sent to some unknown download page covered in adverts. It doesnt automatically mean every file is safe, but reputable hosts are generally easier to trust because you know what the download page should look like and there is less chance of clicking one of those fake "Download Now" buttons.
MEGA in particular is used alot for larger game files because it handles big downloads pretty well. Google Drive and Dropbox are also commonly used, while MediaFire has been around for years and is still used for file sharing. The main thing is to look at whether the download process feels normal. If your being redirected five times, asked to allow browser notifications or told to install a random extension first, thats usually a good reason to leave.
Its also worth checking the actual file type before opening anything. Games often come packed inside ZIP, RAR or 7Z archives, so tools like 7-Zip or WinRAR are normally all you need. There shouldn't really be any reason to install a strange download manager supplied by the website itself.
File size can sometimes tell you quite alot aswell. If the game is supposed to be several gigabytes but the download is only a few megabytes, something obviously looks wrong. The filename should also make sense and ideally match the game your trying to download.
For anyone specifically looking for downloadable adult games, PornGames.tv's download section is another place worth checking. The category is focused on games that can be downloaded rather than only played inside the browser, which makes it easier to find this type of title without digging through unrelated pages.
As with any download site, the safest approach is still pretty simple. Use recognised file hosts, avoid random software, check the file before opening it and dont rush through pages full of misleading buttons.