You do it in mostly the same way that you would make a PAC-MAN game in DOS.
How to make a Pacman game on MS-DOS??

If it all seems overwhelmingly complicated, that's because it is. It's like writing a novel, or carving a sculpture. The closest thing you can get to a "tutorial on manual or magazine" is an introductory programming course.

If you want to "train a game", you should probably just use a utility like Gamewiz32 or Infinity Machine.

The search term is x86 ASM. That's what people used to use to crack games, and that's what a lot of games were programmed in. That, or C, which is slightly easier, but with SLIGHT overhead.

@BSF2015, most of the information you need is easily found just searching around on the internet.

But for you I would recommend getting Microsoft QuickBasic 4.5 and getting really good at that, and only then should you think about moving to something like C or ASM.