E-Maculation

I’ve just set up Mac OS 9 on my windows Xp. I’ve also downloaded a game for it in its .sit form. How exactly do I move the game from my xp to sheepshaver then install? Am new to all this so am unsure

Look at the page where you found the Mac OS 9 app. Find the paragraph that begins "To transfer a file from Windows to MacOS9" and follow the instructions.

Then, when the SIT file is inside the MacOS9 system, double-click on it.

You will find a great deal of useful information on that page, and it will probably answer any questions you have.