Its different from game to game. Lots of games require a user to login and a server to play on, that means the servers can validate if the user is valid and has spend money to buy the game.
So many MMORPGs dont realy need traditional DRM protection, you can download the clients or launchers for these games for free in most cases.
Games that dont have that(single player offline games mostly) are more complicated. Games can try to encrypt their game files or many other things to make it more complicated for someone to copy them, but findamentaly if you controll your computer you can obserce that and revert whatever they did to prevent the copy.
This is why most games opt for some kind of login server. Even lots of singleplayer games have launchers and users and logins just for that reason.
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