It depends on the game. In general, considering all of the games produced during the 95 period it would be "hit or miss".
Several considerations are that NT 4 did not get the same later versions of DirectX as Windows 95, and many games produced during the 95 period were actually still DOS games.
The more well-written Win32 based games took both 95 and NT 3.51/4.0 in to consideration.
Keep in mind that 3D OpenGL games that supported NT 4 required an NT compatible and sufficiently powerful video card. Some video cards only provided 9x drivers, or drivers differed in capability.
Activate plug and play device detection in Windows NT4: 1- Locate the Pnpisa.inf file in the Drvlib\Pnpisa\ folder (ex. x86) on the Windows NT 4.0 CD-ROM. 2- Right-click the Pnpisa.inf file, and then click Install on the menu that appears. 3- Restart your computer.
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Several considerations are that NT 4 did not get the same later versions of DirectX as Windows 95, and many games produced during the 95 period were actually still DOS games.
The more well-written Win32 based games took both 95 and NT 3.51/4.0 in to consideration.
Keep in mind that 3D OpenGL games that supported NT 4 required an NT compatible and sufficiently powerful video card. Some video cards only provided 9x drivers, or drivers differed in capability.
1- Locate the Pnpisa.inf file in the Drvlib\Pnpisa\ folder (ex. x86) on the Windows NT 4.0 CD-ROM.
2- Right-click the Pnpisa.inf file, and then click Install on the menu that appears.
3- Restart your computer.
Source: https://smallvoid.com/article/winnt4-plug-and-play.html
USB driver for Windows NT4: https://smallvoid.com/article/winnt4-usb-driver.html
@SomeGuy I get it, so I better try Windows 95 or 98.