Some older games run on Win 10 even though a popup alert says there are compatibility issues. The compatibility mode mentioned above automatically kicks in when you are setting up the game, or any software really. If it can trick the game into thinking it's on win 7 or 8 it will.
However I have heard that some older games still require certain workarounds, some quite elaborate, in order for them to work. If that game you want to play is one of those you'll have to search for known fixes.
Will my games run on Windows 10? - Feature - PC Advisor
How to Make Old Programs Work on Windows 10
Windows 10 won't run some older CD-ROM games, thanks to DRM | PCWorld