Step 4: Other games
You will also see Asteroid and Hover in that directory. Both of which are installers. asteroid is a simplistic asteroid/UFO shooter where you can also move around to avoid such. Hover is an advanced-for-its-time 3D game of capture the flag.
I have not had much success with RoATrial.exe (Microsoft Return of Arcade). But, if you get it to work it is a game of Pac-Man.
In the golf diectory is MSGOLF98.EXE (trial edition)
In the Puzzle directory is MSpuzzle.exe (microsoft puzzle pack for windows trial, see also http://www.microsoft.com/games/puzzle/
Explore a little, there are dozens of files just waiting to be re-discovered there. Experiment with those and share as comments.