If you have Intel Mac use Bootcamp. On Apple Slicon you have free options like VMware Fusion, Game Porting Toolkit, Whisky, PlayOnMac and Mac Source Ports. You have also paid options like Parallels and Crossover.

Parallells doesn't support DX12/GPTK but can be better at handling old DX9 games or OpenGL. Crossover supports DX12 and can be faster since it's a translator like Rosetta, doesn't have to emulate a whole OS like Windows and can use all your HW resources unlike Parallels that can use only half the CPU cores and memory. VMware Fusion is free for old DX9 games that don’t work in Crossover but can handle DX11 too.

Parallels and Crossover have free trials. You can check if your games work in Crossover’s compatibility database or at Applegamingwiki.

https://www.codeweavers.com/compatibility
https://www.applegamingwiki.com/wiki/M1_compatible_games_master_list