No most games come in xISO (.iso) special Xbox ISO format.
You have to extract the contents of the disc image with suitable software (Craxtion, Qwix, MagicISO, or similar). Then FTP the files you extracted to the Xbox's hdd into:
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Once you've got it in there select 'games' from Xbox's dash, and your game'll be there.
edit: Rambling on a bit, oh well. The Xbox stock hard drive ranges from 8-10gb, and you're only going to have 4Gb on E drive to store games. And that is about 1 game, so I'd highly recommend that you softmod the Xbox with a game exploit. Get your eeprom.bin, make an xboxhdm disc with that Eeprom.bin, boot the disc and format a hard disk to be used on your Xbox. Go for 160gb+. That'll be enough to store a lot of shit on it.
Also; I recommend you don't use a shit dashboard like EvoX. Which comes as standard with softmod installers, I recommend you use UnleashX, then install XBMC via an auto installer disc or via FTP. (rename xbmc's xbe to evoxdash.xbe, then FTP it into C).
I've gone off the point quite a bit