I will have to play that game, uses the IIgs joystick for control?
No, you use Command key for jumping, option for run (and fireballs if you have it), and the numeric keypad for going left, right and down.
I managed to transfer ALL THE files to my Apple IIgs but when I double click it on System 6.0.1 it doesn't work,
How did you transfer the files? You should have the ShrinkIt .shk file sent to your IIgs, then use the GSHK program to un-shrink it. Otherwise, if you try to send the files "out in the open", the file types will get messed-up.