Modern flash games can be more parts and pieces, than back when simple flash game making started, you could clear your net temps fully, then refresh the page, and attempt to see what it is made up of (could be more things needed).
Modern flash can also have links that tie it to a web site, sometimes added on purpose to keep it on the sites.
Try with other simple games, and from other sites till you see how a simple single .swf item one would work, then go from there.