You have to insert an iFrame tag somewhere into your blog HTML.
You can access the HTML by the Edit HTML button on the Template screen:
then you can add the iFrame tag into the HTML. Unfortunately, I am not exactly sure where to add this tag, so you will need to experiment some until you get it in the right place.
like < iframe height=768px; width=1200px; src="http://yourgamesite.com/"></ iframe >
You might be blocked by Google security though... pointing iFrames to non-same origin domains is frowned upon, because it can be misused easily.