A patch is a fix released to resolve a known issue with the game. In your case, it should resolve the problem you're having getting the game to work correctly. If they sent the patch via e-mail you could download it wherever you like, such as to your desktop, and, assuming it's an executable, double-click it to apply the patch. Usually patches are offered on the game's official website as well. If you would like specifics let us know which game you're referring to.
Hope this helps,
John
I got a PC game and it wasn't working correctly. I wrote them and they send me a patch. What in the heck is a patch and where would I download it at? I have Windows XP. THanks

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