To download Crosswords to your Casio fx-CG calculator:

Connect your calculator to your computer.
Copy the 'Crosswords' folder to your calculator.

If you haven't already, install PythonExtra to your calculator.
To install PythonExtra, go to https://www.planet-casio.com/Fr/forums/topic17202-1-beta-pythonextra.html.
Download PythonExtra by clicking the PythonExtra.zip link near the top of the post.
Copy the PythonExtra file to your calculator. 

You're all set. To access the game, open PythonExtra and navigate to the Crosswords file (inside the Crosswords folder).

Note: The other files inside the Crosswords folder are necessary for the program to work.
Changing folder/file names will break the program.