You should get a small PC where your desired games can run smoothly. Our Arcade PC is set up as follows: First we installed Windows 10 Pro. During setup we created two partitions. The first one is for Windows, the second one is for debian/RetroPie (never format that partition under windows!). After windows is installed, we ran the Debian installer and at the end we selected to install grub2 as a boot loader. It should detect windows and be able to dual-boot from now on. You can find instructions on how to setup RetroPie on their website: https://retropie.org.uk/ When you got everything up and running, continue. You can however skip the retropie-setup and only install windows if you do only want to play windows games.