Not many are officially supported, but there are a few. Baldur’s Gate 3 is one surprising example. Many Paradox games are also supported, like Cities Skylines. Stardew Valley, Terraria and Hades as well.

At least chess:
https://i.imgur.com/jSJPJ1x.mp4

Source: https://archive.org/details/Computer1985_6

^/j^

Not many indeed. There's a switch in your settings to only show you games for your designated OS, or there are symbols below the games' vignettes that tells you which OS is supported: win / mac / steam

Frustrating is famous games from the 32 bits era, where they would be available to Mac but work only on macos pre-10.14 and not from 10.15 when macos went fully 64bits. Which means on top of reduced availability, some of this availability would only work on a mac from 2010 or so.

You can play windows games on mac with using a crossover (uses wine and some open source software)

Here is a demonstration

https://youtu.be/CBoKIFMnPvQ?si=8axV557SMMroF2co&t=533

But I don't think you would buy a mac for games