Where are games stored on a Mac, and how do I free space from them?

It depends where they came from:

• App Store games live in Applications like any app; delete them there and re-download later.
• Steam keeps games in its own library folder; Steam's Storage settings let you uninstall games or add a library folder on an external drive and move installed games to it.
• Other launchers usually have similar library or install-location settings.

Saves are often stored separately (in the cloud or your Library), so check before deleting a game you might return to.