What types of software make video games

There are many different ways to make video games. The most common way these days is to use a pre-made game-engine such as Cryengine, Unreal engine, Unity3D, etc. You can also write your own engine, which is a much more advanced way of making games.

If you want to start out making games for the first time, I highly recommend Löve2D in the related link. It is a very simple to use as it uses the language Lua which is very simple and has a clean syntax.