Does the reader need to know the rules to understand the story?
For example, is there any point where a character "bluffs" and the reader must understand the rules to recognize that he is making the "wrong" play?
My advice is to consider how the game "fits" into the story, and treat it as a meta narrative device presented in the way it is meant to be perceived. If it is a confusing game with lots of rules, describe it in a confusing way with disconnected rules and anecdotes. Make it confusing to the reader so they understand the game is confusing in-world. It's a kind of show-don't-tell.
If it is a game of arbitrary luck, present it as a toss-up with no skill involved – even if that means exaggerating this aspect, or presenting the game in a different way to how the characters actually play it. Individual characters may see their luck differently, hopefully this tells us something about their character arc and informs us about their worldview.
If it is a game of intense strategy, the deep calculation of one or two "hands" can set an example without boring or confusing readers with every rule. You can specifically show the same hand, so the reader has seen it before and understands the stakes of that particular strategy.
In worldbuilding, less is usually more. The goal is to make your environment feel "natural", not to show how inventive and clever you are with one particular element which often backfires if it's non-essential. If the game is simple, readers should grow an idea of the rules and obstacles just through casual conversation.
Of course you can have one character teach the game to another, but again the focus should be on their character arcs and all the subtle interactions revealing more about them than the actual game.
Stories aren't about connecting all the dots – there's magic that happens in the reader's head when they connect the dots for themselves, that's why infodumps should be avoided. Basically nothing should be in the story that doesn't contribute to the theme, mood, or character arcs.
An in-world game with specific rules sounds like a fun idea, but the reader should be focused on the characters who are playing the game. Whether readers would be able to win the game themselves is probably not essential to the story.