I was thinking of buying them, but im a a little unsure. I don't want to buy something that does not work. Also does gog have refunds at all similar to steam?

Games 1-3 run in DosBox and should, therefore, run just fine in Windows 10. New Nightmare from what I understand might have issues and be difficult to run, however GOG does have a refund policy (though one I'm not terribly familiar with), details here.

I ran it, no problem.