Is it illegal to take a game from one site and put it on yours?

I want to use some of the game embed codes from "freeonlinegames.com" and put it onto my site so that i could have games on there. But recently ive been seeing that it might be illegal to do this. Is it really illegal? I mean there giving the code right there. I know that some game owners don't want this happening but ive seen that they also not give codes for certain games. So am i allowed to do this?