Miku isn't really in a position to speak, so when the Kagamine twins approach with curiosity, Tianyi amiably explains the rules of both games.

Flying Witch.
Spin the witch and candies dropping out of her bucket are yours to take.
Don't spin her too hard though, as if you kill the witch, they "flew away" and you lose.

Myrrhing Angel.
Stab the angel and the candies on which her blood drops are yours to take.
Don't stab her too hard though, as if you kill the angel, they're "back to heaven" and you lose.

In both games losing means you take the witch's/angel's place, along with all the candies you've collected so far.