Not sure what you mean by "spam"
Do you mean unwanted email?
Or are these pop-up ads that pop up any time and not email.
If you're talking about email, it's probably nothing to do with a game you just downloaded. There's usually a delay between when your email address was sold to spammers and when the spam starts.
If you're talking about pop-ups that appear at any time, those could have been installed with a game, depending on where you got the game from.
I Googled
"1954 Alcatraz" download
and the game is available at GOG and Steam. If you got the game as a "free" download, it was likely infected.
You can try to get rid of the infection with MalwareBytes. Check your Add/Remove Programs in Device Manager to see if something is there. If the messages only come when you're using your web browser, check your browser's add-ons list and delete your web cache.