The game exits to DOS when trying to start a tournament or practice. To avoid that, just run once the setup executable and press ok.
DOS Games made for DOS require an emulator to run on Windows. Use DOSBox or a frontend like D-Fend Reloaded and read this guide to play DOS games on your Windows PC.
These are some of the abandoned games similar to The Games: Winter Challenge in some way.
California Games 2
California Games