So, how do I play windows 3.1/95 games? Do I just run them through the zip file?

DOSBox reimagined, with a friendly interface, ZIP loading and save states · By
DOSBox emulates 90s hardware and DOS. So DOS games are the only ones that run without providing the operating system parts yourself. Just like DOS games, Windows 3.11 (or older) is an application for DOS, you can install it inside DOSBox from floppy images or launch a ZIP file of a finished Windows 3.11 installation. There is experimental support to install Windows 98 from an ISO of original media (Windows 98 SE seems to work best in my experience).