I've been tempted to buy Pharaoh, Zeus and maybe Emperor, but how do they work on Windows 10?Any issues?

Emperor has no issues on Win 10. As I remember Zeus and Pharao working well, too.

No problems with Emperor - RMTK so far.

it does have some issues but you might not get them. windows update also might add some but depends on your luck :D

Try right clicking on the .EXE, Properties
"Run as Admin" + "Windows98/XP Compatibility" (+ "Disable Scaling" + "Color Rendering 16bit")

When the Game starts for the 1st time, it tries to run in full screen (not windowed) mode at a resolution of 800x600.
Some modern graphics cards and monitors don't like this.
(now often the minimum supported native resolution is 1024x768)
You can change these settings only from the Menu, but it does not reach it.

The Game saves all settings in the .INF binary file.
There are special .INF sets for changing Game settings bypassing the Menu.
"Display option patcher scripts"
https://www.nexusmods.com/emperorriseofthemiddlekingdom/mods/1?tab=files

To run Windowed Mode, it is very important:
1) To lower the Color Rendering to 16bit
2) Scaling equal 100%

For Windows 10, it is possible to set options only for the Game
(to avoid changes to the entire System)
Right click on the .EXE
Properties =>Compatibility =>LowColorMode =>16bit
Properties =>Compatibility =>HighDPISettings
check the box OverrideScalingBehaviour and "Application"

For Windows 7, you will have to set options of the entire System
Start =>ControlPanel =>Screen =>Resolution =>AdvancedSettings =>Monitor =>Color Quality =>16bit
Start =>ControlPanel =>Screen =>EaseScreenReader =>Small-100%

Overlays are known to interfere with the Game
Disable Overlays or close these programs:
- GeForce Experience (Shadowplay, Share)
- AfterBurner
- RivaTuner
- Steam? (Steam overlay doesn't seem to interfere)
- Origin
- Discord
- Steam
- Windows Xbox
- other

Shadowplay, known as Share, must be disabled in the GeForce Experience Settings Panel.
Closing the process in Task Manager will not disable Shadowplay!

Try renaming the "/BINKS" folder
Sometimes the Game works, but it crashes when try to play Video.

Need to install DirectX 9.0c on the system
DirectX 9.0 with Runtime Pack (June 2010)
www.microsoft.com/en-au/download/details.aspx?id=8109