Is it legal to download free games

Some software is legal to download and use freely. It's called Freeware.
Some software is free to download and try, if you continue to use it after the trial period, you are expected to pay some fee, this is known as Trialware or Shareware.
Some software is illegal to download at all.

You should check before downloading. Some people will put proprietary, purchase software, such as Microsoft Office, on sites to download, but that is illegal.