There are lots of games available from The Daily Click's Klik Museum and Kliktopia that don't work out-of-the-box on modern PCs. However, nearly all of them can be made to work with a bit of persistence.

Missing .dll files and MIDI issues
If a game doesn't work because it doesn't come with the right .dll file, you can get a Klik .dll pack from: https://kliktopia.org/klik-dll-pack.zip and put the .dlls in the same folder as the game.

Some old versions of the .dlls cause problems with midis loop and it is possible that updating to the latest versions of the .dll file will potentially fix this problem.

If MIDI issues persist then you can change to an alternative to the Windows MIDI synthesizer. You can install VirtualMIDISynth from http://coolsoft.altervista.org/en/virtualmidisynth (alongside the SoundFont which that website links to) and then go to the MIDI Mapper tab of VirtualMIDISynth and switch to VirtualMidiSynth #1. This can make MIDIs sound better/different, so try out a few different SoundFonts to identify the one which suits your tastes/memories. A free SoundFont made for playing old video games is FatBoy available from https://fatboy.site/ although you may need to also install 7-Zip from https://www.7-zip.org/ to extract the file.

Note: When you close a crashed Klik game (e.g. using the task manager) while a sustain note is playing via midi then VirtualMIDISynth might continue to play that note forever. If that happens then you can either kill the synthesizer or use the 'MIDI Panic' facility by pressing Ctrl+Alt+Space (or by opening the VirtualMIDISynth context menu from the icon tray in the taskbar and selecting MIDI Panic).

Windows 10 compatibility mode
If when you run a game the screen goes black, you can probably get it to work using the Windows 10 compatibility mode. For some games you might need to run the game in Administrator mode or set it to run in 640 x 480 screen resolution, but the most commonly useful options are Run this program in compatbility mode for: Windows 95 and Disable full-screen optimisations.

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Multimedia Fusion Games - Preventing full screen
For later versions of MMF you can start the game with the /NOF command line switch to prevent full-screen mode. One way you can do this is to create a shortcut to the game, and in the properties of the shortcut go to the 'Shortcut' tab and add /NOF to the end of the target path.

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Run 16-bit games using otya128's winevdm
The 64-bit version of Windows 10 cannot play 16-bit games by default. However, a lot of these games can be played without a full virtual machine by using otya128's winevdm available from https://github.com/otya128/winevdm/releases

If you download the latest release .zip you can then extract it to a folder such as C:\otvdm and then open the game's .exe file with otvdmw.exe. Read https://github.com/otya128/winevdm/blob/master/README.md or the the associated README.txt file for instructions on how to use otvdm.

Open unprotected games in a Klik tool
All Klik & Play games are 'open source' in that they are unprotected from being opened in Klik tools. For games made in The Games Factory and Click & Create it is optional whether or not the game should be protected from opening. For Multimedia Fusion, you will only get the original unprotected .cca or .mfa file if the author specifically provides it.

Generally speaking Clickteam have maintained a high-level of backwards compatibility. This means that if you have the unprotected game file then you can usually open it within that software and future versions (e.g. opening a Klik & Play game in Clickteam Fusion 2.5+) and it will then run fairly similarly to the original game. This usually works best for opening Klik & Play games because they are not protected and rarely use extensions (which are not always ported over to later Klik tools).

Once you open a game you can change properties, for example in Clickteam Fusion 2.5 you can go to Application Properties -> Window to disable Change Resolution Mode, and enable Allow user to switch to/from full screen, Keep screen ratio and Resize display to fill window size and Fit inside (black bars).

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Run a full Windows virtual machine
If a game simply won't work then you can go down the route of a full virtual machine to emulate an earlier version of Windows.

You can get Oracle VM VirtualBox for free from https://www.virtualbox.org/wiki/Downloads but you will need your own legitimate copy of Windows 3.1, 95 or XP. Some games that don't work on the 64-bit version of Windows 10 might also work on the 32-bit version of Windows 10.

If you want to emulate Windows 3.1 then you can also use DOSBox available from https://www.dosbox.com/ but again you will need a copy of the operating system.

Other tips and tricks
* Sometimes a game won't run if the filename contains non-English characters of the folder path is too long. You can try renaming the folder and the .exe (and associated .gam) files to see if that fixes it.
* Some games assume you are using a joypad. To change to keyboard mode you can usually press Ctrl+Y to enter the control set-up dialogue.
* You can sometimes exit full-screen mode by pressing Alt+Enter. Some games allows you to go from the Maximized mode with black borders to a Windowed mode by pressing Windows Key + Down Arrow.
* If you don't like MIDIs, you can usually press Ctrl+M to disable the music.

Credit
Thanks to msg and yxkalle for helping me to improve this article.