I'm fairly sure there is no separate download version of Generals/Zero Hour. It only comes as part of the Ultimate Collection. So if you see it sold as separate game (or the two combined as the Generals Deluxe pack), it's probably not a downloadable version.
I have no idea how well Gen/ZH does on Win10 in general, but given the fact Windows 10 got rid of the DRM system used by the DVD version (Safedisc/SecuRom), getting the DVD version is probably a waste of money, since the system to make the game recognize the discs as legal copies is simply missing on windows 10..
