Ramblings

Before you can work with video game files, you need to understand some basic game development concepts.
I have compiled the most important ones here: Extraction Basics.

This page includes only the strictly necessary information related to extraction.

The approach to extraction depends on what the game files look like.

Games on Android, for example, come packaged as .apk files. That's all you need to know for now and you can already move to Step 3.
On Windows, you will now need to dig into the game's folder and see what you can find.

Unreal games, for example, tend to place their files into the \<gamename>\Content\Paks folder and contain .pak and .utoc files.
Unity games often have their files in the \<gamename>\<gamename>_Data and contain .assets and .res files.
In some cases, the game might store middleware files outside of the game engine's files. Rocket League for example stores many Wwise files in rocketleague\TAGame\CookedPCConsole.