Blockchain Games(Looking for knowledge)

Hey everyone, I’m looking for some insight on blockchain/NFT games. One thing I’m really curious about is if you can build a game in unreal engine, and upload the game/Game file to the blockchain to convert it over to the blockchain
Or do you actually have to build the game on the blockchain itself?

I would be very grateful if someone could give some “Detailed” answers if you know.
Thanks a lot!