I normally just do a google search on something like "warcraft pocket pc". When you find the download or port or emulator or whatever it usually has instructions.
Web pages like
www.pocketgamer.org can help you with what is available. Most of the ports of PC games are done by individual people and are free from the developers website, if not free they are on Handago or PocketGear.
Also browse through the games forum for things that take your interest :)
Cheers