Well assuming if you know basic coding and you have permission from the maker of the game you could (Though very unlikely) create your own free website (Google possible options) and with the correct coding implant the game on the website. Though I think it would be much easier to create a 'Games Directory' like a list of links to the free games. Much more easier and results in practically the same thing.
A lot of free games sites have a code snippet to emded any game you like on your own site just as easily as adding a link. Also you can go to mochiads and get paid a share of the in-game ad revenue (you have to get lots of traffic though or it would take a decade to reach the payout threshold).