Internal video acceleration for games is supported only under macOS 10.14+.
If you are using macOS 10.14.6+, you can accelerate applications and games with the eGPU if they support GPU acceleration...
Select the app in Finder
Get Info
Select Prefer External GPU
To get the maximum game acceleration, connect a game display to external graphics.
macOS does not support disconnecting or powering off an eGPU during sleep. If you do so, your Mac will kernel panic. This is an issue that persists through at least macOS 11.2.3. Sonnet has reported the issue to Apple.