Hentai games

Windows games
Important tip: due to different text encodings, Japanese programs may fail to run on Western versions of Windows. The solution is to change your system locale to Japanese and reboot, or just use Locale Emulator.

DOS games
You'll need an actual emulator like DOSbox for these; running it in windows will just get you sadface.gif. We don't mention whether they are free because the software would be so old it's unlikely anyone's gonna enforce it unless you're reselling the stuff.