The Game isn't a novel, it's an account of the author's experience in the so-called seduction community. It's arguable as to whether you could learn how to "pick up" women from it, whatever that means. (it's not an instruction manual) It is a decent read though, Strauss is a talented author.
True, I didn't mean literally a novel, just that it reads like one (as opposed to a self-help book). I thoroughly enjoyed it, I quite like some of Strauss' other books too.