RasberryPi will run Linux and not windows.
I assume you are referring to these windows
games you can buy on DVD disc at shops.
Or trough Steam... if that is what you meant
the answer is no.
In theory any opensource(d) game can run
on RPi, providing it doesn\'t require any huge
physics processing nor Radeon HD5860 class
of GFX card
Closedsource linux games, sold/distributed
only as ready compiled binaries will also not
work. Cuz they are for x86 CPU architecture
and RPi has ARM CPU
I\'m quite sure the game was on SD-card, unless
they had the linux system installed on USB stick/HDD