This game is Space Invaders and to play it you download it and run it. Follow these steps to be able to run the game without a problem:
Link to install here
If you are on mac or linux go to terminal, but if you are on windows open command prompt. Type in the command pip install pygame. If that doesn't work run it in administrator and try again. If that doesn't work download it off the website and get the latest version.
Run the game in the IDE of your choice.