This isn't really something I can explain to a five year old, I'll try to aim at a twelve year old instead.
Firstly, let's look at the CPU. Assuming you don't know, the CPU is made up of semiconductors, which can be switched either on or off, at any given moment.
Secondly, we will look at RAM. You might hear this referred to as memory, which is fine. RAM is, essentially, temporary storage for your computer. This is not the same as your hard drive, since the hard disk drive (or indeed, solid state drive) is, for the most part, permanent storage.
So, why does that matter? Because these are the main players in this operation (there is also the graphics output part, but you're twelve, right? Let's leave that out).

Now that we have a basic understanding of what computer components are, we can move onto the question at hand.

So, a game is essentially a piece of software. Software is the result of instructions being carried out, or executed.
Let's take a look at the following scenario;
You are the owner of a business (or, the user of a machine). You send a message to your workers (or operating system), to fetch the instructions to carry out in the event of a fire (or, start a game), and follow them. Today is a fire drill day.
You tell the worker where the instructions are located in the building (or, on the hard drive). The worker runs to the place they are located, grabs them, and places them on your specific Reading Instructions Table (or, pulls them into the memory).
From there, the worker can begin reading these instructions (in this situation, the worker is in fact, a manager - or CPU - and his subordinates are those semiconductors we talked about), and starts telling his subordinates these instructions.
It takes a while to ensure that everyone knows what they're doing.

Now, to clarify, the game is a list of instructions. This list is stored in the HDD, and pulled into the RAM when it is called. The CPU starts running these commands. These commands take time to execute.