The GNU GPL (General Public License) is a "copyleft" license. The OHRRPGCE's source code is released under this license, either version 2, or (at your option) any later version.
Basically it means that not only can you freely use and redistribute the source, you are also allowed to make changes to it, as long as you promise to make your changes available to everyone else with all the same freedoms that have been promised to you. (In other words, any derived works must also be released under the terms of the GPL.)
The games you make with the OHRRPGCE do not have to be under the GPL license. You can distribute them any way you like, including selling them. If you include a copy of the Game player with your game (as you should!), you should be sure to also include a copy of LICENSE-binary.txt.