CD/DVD versions of older games will have problems because of the update in windows that removed safedisc/securom. In Windows versions below 10 it is just a system update that disables said system, so removing that specific update in the Windows Updates list wasn't too hard, but in windows 10, the whole required system is simply removed, so getting it back probably isn't easy.
The Ultimate Collection will probably work, yes, but many of the games seem to have problems in general working on newer systems, so no matter what version you use you'll probably need to fix some stuff yourself after installing. One of the most common problems with Generals is the settings file not being written in the My Documents folder, but that's rather easy to fix manually.
