I downloaded a game in sfv format and I heard that there is a way to make iso so I can install it.Please help me

I think UltraISO will create them -- but it's not free ($30).

ISO CD DVD image creator, editor and ISZ DMG DAA UIF to ISO converter - UltraISO can extract/create/edit/convert CD and DVD image files directly, make bootable CDs and convert ISZ DMG DAA UIF to ISO. (http://www.ezbsystems.com/ultraiso/)
UltraISO - Wikipedia, the free encyclopedia (http://en.wikipedia.org/wiki/UltraISO)

Here's a thread that says that it's not necessary to make an ISO image to install it:

Problem with .sfv files (http://www.moviecodec.com/topics/4163p1.html)

There are other ISO generators. I'm not sure if they'll take an sfv file to an ISO.

MagicISO - Convert BIN to ISO, Create, Edit, Burn, Extract ISO file, ISO/BIN converter/extractor/editor (http://www.magiciso.com/)