I am going to put game in one my website which has some visitors. The game will be delivered by MS installer after user pay the amount a link to download will be available. 

I want to know how can I protect my game from being pirated from here? User 1 can give downloaded installer to User2 thus avoiding payment.

There is no best answer, nor a universal answer.

There are usually ways you can protect against a specific attack, but you cannot protect against them all.

Said differently, putting up one board does not build a fence.  You can add more and more boards to the fence until it guards the thing, only to have someone dig under the fence. After hardening the ground you can find someone jumping over the fence. Install a roof and people can burn holes in the fence, or otherwise find ways through the defenses.  Fighting on the defensive side of security is about mitigating damage, because attackers will nearly always find another attack vector.

Adding defenses adds costs and burdens. All those defenses cost money to create and use. For software, the more protections you add the more burdensome it becomes to paying customers. 

That said, if you are paying online and if your validation service is available 24/7, you can validate through an online service that the user has paid.  A minimal system can verify it during install or on first use, assuming your payment server is running. More advanced systems will validate every few times the user runs the software, but even that can be spoofed by an attacker, and paying customers will need access even if they cannot reach the server for some reason.

Finding a good approach to security is an ever-changing balancing act, with constantly-changing business directions. 

There's no 100% anti-piracy measure. Some stores, such as GOG and Humble, don't even bother with DRM (for the most part) since it's fairly easily bypassed and mainly inconveniences legitimate paying customers. Perhaps the best protection is to build a community that wants to support your game by paying for it.

15 hours ago, Tony Li said:

Some stores, such as GOG and Humble, don't even bother with DRM

It's worth noting that these stores are mostly for secondary sales at discount prices to players who weren't interested enough to pay full price near the time of release. For primary sales early in a game's lifespan, protection against piracy has a strong positive effect on the amount of revenue you're likely to see.

It is precisely the presence of strong copyright protection mechanisms  that means that the game industry is relatively thriving whereas the music industry has suffered massively in the last 15 years. The idea that this can be compensated for merely by 'building the right community' is wishful thinking at best.

You do bring up good points. However, other factors contribute to the relative resiliency of the game industry against piracy, such as online requirements (which is, granted, a form of piracy prevention) and account-based in-app purchases. Given that this is almost certainly the OP's first release, and an indie game, and the OP plans to sell through their own website, I'd still recommend focusing on building a good game and good community over spending excessive time on any anti-piracy tactics beyond beyond initial payment validation to download the installer.

Hey desiado, thanks for the reply. I am thinking about the same. What I feel like if you have couple of hundreds customer then it is ok to assume your software will not get hacked but as soon as it becomes popular hackers would most probably find ways to make it free.

I wish there was an "easy" answer to that. Sadly, there isn't. If there was, gaming would be a much better place development wise.