At first Windows 95 was not great for games, so at least through 1996-97 many games were still released for MS-DOS and often only for MS-DOS, or only had Windows ports later.
Looking back from now, I wish that era could have continued much longer, as running MS-DOS games in emulators is so much easier and more stable than to run old Windows games.
Additionally, Microsoft had a first attempt to a gaming API for Windows, which mostly one those of us that were alive back then remember it, given how hard it is to search for it on the Internet.
Really, how come anyone find something about WinG, if they don't know what they are actually searching for?
https://www.gamedeveloper.com/programming/a-whirlwind-tour-o...
https://betawiki.net/wiki/WinG
https://en.wikipedia.org/wiki/WinG
Also it took until DirectX 5, to have it be usable for games.