Is there any way to play PC games on Mac book pro

yes! there are several options you have to explore depending on how integrated into the mac os you want your Game play to be.
All current macs ship with intel based processors that allow them to run most windows operating systems. the HCL's (hardware compatibility list) on the software still need to match the hardware on the machine you are running the windows based OS on.
so option 1 is to install a windows based operating system on your Mac Book pro using apples boot camp (dual booting) and then install your desired game.

option 2
thanks to the lovely company VMware there are several virtual solutions to your question. there is a desktop visualization program put out by VMware called Fusion that allows a mac owner to run Mac OS X and any other OS simeotaniously on top of the Mac OS. you can even drag and drop files between the different operating systems as though they were networked together.
VMware also has a product that allows you to install any program into what is called a wrapper that makes it platform independent like most web applications. this would allow you to run a pc game on the mac desktop as though it were a mac native application.

option 3
Wine is an open source freeware program that has been developed by the linux community and thus is the only one of these options that is free. all three options have there advantages and disadvantages. wine is a great program that translates the windows API into code the mac or linux machine can understand. the disadvantage is that wines compatibly with all windows apps is spotty at best. it will successfully run about 75% of the windows apps out there on the mac platform.

like VMware wraper solution wine allows you to run your pc game as though it were a mac app. on the programs that wine works with the performance is usually better that the performance of any VMware solution because VMware is a virtual or emulation solution where wine actually allows you to natively run windows apps. while translating the code. so wine is only slightly slower than option 1 of actually installing windows on your macbook pro.

so option one is the fastest and most stable option but also the most expensive because you have to buy an other OS.

option 2 is the most flexible and handy option but suffers by performance and is in the middle for price.

option three is the most integrated and the cheapest option since you only have to down load the wine program from the internet. 3's biggest down side is compatibility and stability though developers are improving those problems every day.