Is there any way to block for running games (example; PES, Max Payne etc.) on user's local machine in intranet?
Thank you in advance.
To prevent people playing multi-user games you can configure your firewall to attempt to block that type of traffic.
To prevent people using unauthorised programs on company computers you can use administrative tools to prevent ordinary user accounts from being able to install software (and to ensure flash and java etc are not installed)
To prevent people playing games on their own computers during working hours you use HR. For example, incorporate such rules in terms & conditions of employment and ask employees to sign that they have read these rules and understand them.
You'll have to balance any perceived benefit of such policy and action against the risk that you'll become an unpopular employer who finds it hard to recruit.