Alienware can't run any games

I just bought a brand new alienware 13 and spent a lot of extra money on upgrading it a little more.  I bought battlefield 1 and everytime I play it for more than 10 minutes, my computer shuts down randomly, without any warning.  Keep in mind this game was in windowed mode, plugged in and charging, and on lowest graphical settings possible.  Then, I switch over to another steam game called wreckfest.  The graphics already *** on this game but I lowered them even more and sure enough my alienware cant run the program and i get an error message saying there was a problem running the application.  

Can anyone give me any reasons why a gaming computer, built for playing games, designed for playing games, marketed as a computed for gaming, can not run games reliably???????????????????