I guess we need more info about that xD
What's the game called, because there's a big chance that someone already done that to that game, so it's good to post the game's name too.
Anyway, I can give you a tip. Try to see where the game is trying to connect. TCPView can do the trick.
Searching referenced strings in the debugger can help also, but it can be stored as a string or segmented into decimals or hex somewhere hardcoded.
IP and port doesn't necessarily mean to be stored into the game's executable. These could be stored into some DLL loaded at the runtime and the executable is reading them from that DLL.
Another tip is, traceback the connection handler(WSASend, WSARecv, WSAStartup, bind, etc) --> Winsock.h library
You need to pay a lot of attention and also, you may not find it from beginning, but you need to redo the process. (Breakpointing will help to restart from a certain point of the debugger run). Also, take a pen and write down memory addresses you may find along. This will help you identify easily that function memory address.