Before you can host a game, you need to download it. You only need to do this once for each game.
To download a game, visit its hub entry, the web page where live games are shown. Then look for a "Download" link.
Click the Download link. The BYOND Pager will start up and download the game. Once it has finished, Dream Seeker should launch with the game in singleplayer mode. You can close it for now.