This is going to be tough. The easiest solution is to get management on board and have them set a policy for the office so that you don’t have to devote your time and energy to finding technical solutions. If the office policy is that gaming isn’t allowed and you get disciplined if caught doing it, that’s the best way to address the problem. barring that, a few things to try:

Using a group policy to disable USB storage devices -

Use software restrictions to prevent the game from running if it’s in a certain path:

try to use “PersonalFirewall”
it’s can stop any exe file.

If the game is online just block access to the website. Otherwise you would need to lock the game down on remotely via admin – ask the IT dept thats what they are there for.(unless your IT – pun intended)