I have tried linking from outside websites like Itch.io and Kongrate, Also linking from then extracted zip file of the game, but I do not know how to use my files and put then into my website.
I assume you are exporting using the HTML5 export:
you should get an index.html file. Rename that to game.html or something like that
add all the exported files along side the rest of your website files.
then just treat the game.html (or whatever you named it) as any other webpage.
It sounds to me like you are not very proficient with making websites. you should follow a couple tutorials.
[edit]
Itch Io should give you a snippet you can directly paste into your HTML file if you uploaded an HTML5 game.