I am using HTC HD7 with wp7.8 and i want to deploy my xap file for playing game and install game in my phone. Have any way for doing this things.
Windows Phone 7.x only allows apps to be installed via the store app itself; Whilst you can download the xap from the store, you can only use this to install on phones running Windows Phone 8.0 or later.
This used to work on developer unlocked phones, unfortunately it is no longer possible to unlock Windows Phone 7 devices. As Rowland writes, you'll need Windows Phone 8.x to do this.