***** Games on Motorola E815 *****

I have bought the Data Cable for the Motorola E815 phone hoping to be able to load games onto it. I found a site on the web that has free games and I downloaded the .jar file. When I plugged in the Data Cable it only have three folders, Video, Audio and Pictures. I was wondering how do you get games onto the phone or do I need to go on the mobile internet to download them straight for the Phone Company?