Which edition of Vista do you have? If you have Home Basic, then
Chess Titans and Mahjong Titans are not included. They require
Windows Aero which is not available in Home Basic. Your friend
probably has either Home Premium or Ultimate, which do have Aero and
the Titans games.
There are versions of Vista where the games are not turned on by default.
If you have Vista Business you need to go to Programs and Features and go
to Add Windows Features on the left then check Games and press OK.
You can add the Games Explorer link to your start menu by right clicking on
the blue orb, choose Customize and add the Games as a Link option to the
menu.