It depends on the app (a game is an app). Some will run from the SD card. Some won't, and the "Move to SD card" button gets grayed out. Some won't, but the "developer" (person who plugged things into a gaming engine he didn't understand) didn't understand how things work, so he didn't test the game running from the SD card, so he didn't know it wouldn't run from the card, so you can move it to the card. And it crashes every time you try to run it.
If you want to move apps to the SD card, partition it - part as FAT32 (or exFAT if you want the ability to put files larger than 4GB on it) - so your computer can see the data you put on it and part as ext4 to move apps to.
AParted will do that for you on the phone, GPartEd will do it on a Linux computer (or you can burn a GPartEd disk and boot any computer with it).
If you don't understand storage partitioning, please don't try this with AParted - you can brick your phone. All GParted can do, since the card is in a card reader plugged into your computer, is mess up the card, which can be fixed by running it again the right way.