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.

1. Unreal games, for example, tend to place their files into the \<gamename>\Content\Paks folder and contain .pak and .utoc files.
2. Unity games often have their files in the \<gamename>\<gamename>_Data and contain .assets and .res files.
3. 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.

Instead of messing with the game's original installation, it is always a good idea to instead just make a copy of the full game folder (ie. everything). All extraction tools work just fine, even if you select to extract assets from the copies rather than the live installation. The benefit of this is that you can mess with copied files as much as you want without accidentally breaking the installation you use to actually play the game. Some games may also not like seeing foreign files in their folders and may delete them without warning. By keeping a copy of the game files, you are protecting it from game changes in the future that remove assets, and it allows you to re-extract assets from the game easily at any time in the future without needing a live installation of the game.

Depending on the file identification, follow the following links:

• Unreal Engine
• Unity
• Android .APK
• Loose WWise Files (.bank, .wem, etc.)