Sadly I don't believe chromebooks are able to download executable(.exe) files, so for example like games of any kind. Though I may be wrong since I'm just going off what I know from using my school chromebook, googling it might give more info!
I use my personal chromebook, and since it's more space efficient, I just run the game via the source code from github. You could also use Wine or the Linux version, buuuuut- Wine takes up a lot of Linux space, and I haven't tried running the Linux version itself.