What sites i can join in and play and have missions and don't download anything?

You can play browser-based games on sites like Kongregate, Miniclip, and Armor Games. These platforms offer a variety of games that include missions and challenges without requiring any downloads. You can simply visit the site, select a game, and start playing directly in your web browser. Additionally, sites like Pogo also offer mission-oriented games that can be played online.