@AndersHP You mean without emulation? Do you want run the games on your Raspberry Pie or an PC using RetroPie? Games build for PC are usually build for the x86 compatible Intel processors and the Raspberry Pie isn't compatible with them. If you want run PC games on your RPi, then you need to re-encode (means compile or build) for that system. That only works with the source code available and only if someone ports it by changing the code.
If I understood your question wrong, then sorry. Can you clear it up a bit, if I am wrong?