I assume you, the player, have to provide the assets yourself, and the game won't run without them. Since the code does not contain the assets, there is no copyright infringement.

As long as the assets dont contain code, they're kind of fair game. The rule of thumb is you cannot redistribute them, but if the person owns a legal copy you can point to them on their local system. It is not up to you to figure out if they're pointing to a pirated copy or a legitimate copy mind you.