Yes.You can install games and other applications to your phone with Nokia Suite.
If you come across an application you would like to install on your device, double-click the application's installation file, or drag the file onto your device's image in the device area. Then click OK in the dialogue that opens. This will start the application installation.
If you are starting the application installation from the internet, click the download link of the application, and choose to open it with Nokia Suite in the dialogue that follows.
Check that the game or application is compatible with your phone model (typically the extension of the filename is .SIS, .SISX, .JAR. .N-GAGE or .WGZ, NTH (Series 40 devices only). If you are unsure whether or not your device is a Series 40 device, check the applicable device's technical specifications from your local support site.