Have patience with me, I'm a total newbie!

I've been using Debian's dpkg command to install programs for the past couple of weeks without any problems; those who have used it know how easy and flexible it is. So far, I've successfully installed a number of text editors, as well as ispell and gif2png (among other programs) without any problems whatsoever.
The only problem i've had is with games. I installed the packages for zangband and bsdgames without trouble, but I just don't know how to run them! Unlike the other programs I installed, they won't run when I type out the specified commands at the prompt, and I'm sure that none of these require X. Do I have to go to a specified directory? Anyway, I'm very confused. A little help would be greatly appreciated. Thanks!

Yes, yes under linux it's a little bit hard to find very good games.
OK...you have asked, if there are specified directories: YES:
You can see them with typing
echo $PATH
in your shell.
You have the choice to put an executeable into this directories, or a link.

Are you totally sure, what is the message which comes up? Do you have X running?