That aside. a lot of the games have been upgraded with community-created unofficial patches that fix a lot of their bugs and compatibility problems. So just find the separate games in your games list, and install and play them separately. It isn't supposed to launch anything, it just opens the folder containing that bonus material. The only item in there with the actual 'C&C: The Ultimate Collection' cover art is not a game if you look at the item's details you will see it is the collection's bonus material.
Note, all games in the collection are separate items in your games list.
They can have a very wide variety of very different problems on modern OSes. So please specify exactly which games you tried and have problems with, and exactly what the problem is otherwise there's nothing we can do to help you.
The Ultimate Collection contains games developed over a span of fifteen years, on a large number of different game engines, for a large number of different systems, spanning from eight to twenty-three years old.
