You could alternatively click on View > Page Source in Firefox. Right-click a free area on that page and select View Page Source from the right-click menu. The process is pretty straightforward most of the time: visit a website that displays a flash game on its website. This is why I would like to explain how you can easily save flash games to your hard drive to play them without an Internet connection.
It happens that websites that offer flash games are not available all the time that you want to play the game, or that you may not have an active Internet connection but still want to play some games. I have to admit that I like to play flash games from time to time and enjoy some tremendously.