1. The different Linux "programs" are called distributions (I think that's what you mean), the different versions of Linux. They are all designed for different things, but all of them have the same basic functions.
2. You can check your hardware compatability on various distribution websites.
3. One of the weak points of Linux is games. There aren't many games for Linux.
I think what you're looking to do is have a dual boot system, where you have Windows and Linux installed on the same computer. You need to create a partition for Linux first.
Some good information can be found at
www.linux.org