Do you have a Surface or Surface Pro? Surface Pro has an x86 CPU and would be compatible with Windows games, and you could connect a USB optical drive to it to install the games. The Surface Pro does not have a particularly strong GPU, so don't expect to play graphically demanding titles. If you have a regular Surface, then it has an ARM based CPU and uses Windows RT, and it is not compatible with any Windows based games, you're only options on that are whatever is on the Windows App Store.