What game are you referring to? Generally speaking, if it won't launch then probably you need to verify the local file cache as maybe something didn't download right. To do that, right-click the game and hit properties, and then it's in there. If that doesn't work, you might then try going to the game's install folder (also visible from the properties) and seeing if the game files look like they are plausibly all there. Then see if you can launch the game from there. What that file extension is depends on your OS (.exe on windows, .app on OSX, .x86 on linux).
Hope that helps!