You need to download an emulator (game console) and the rom (game) that you want. When you run the rom with the emulator, you can play the game. Great for old games.

Rom World has a few different lode runner games for download.

Here is a section from their policy page:

Content Policy:
Rom Files:
All the ROM Files provided on "ROM World" are believed to be Freeware or Public Domain. If you own the copyrights to any one or more of the roms we offer for download, please contact us and with some proof of ownership of copyright. They will be removed immediately.

Emulators:
The Emulators offered for download on "ROM World" are not intended for use to run any illegal software. You are responsible for your actions. Owning commercial ROM files is illegal, if you do not own the original cartridge. There is no ’24 hour trial’ rule. If you use an Emulator or Emulators to run such files, you are on your own. "ROM World" nor the authors of the Emulator are responsible.
References :
http://www.rom-world.com