This depends heavily on the game.
Many of these may be older then Windows 7, and as such were not tested for it by the manufacturer. This does not necessarily mean that they wont work, its just Windows 7 did not exist.
As suggested before, try compatibility mode if you have a problem installing or running any game.
Otherwise, Google it. You can usually find a forum where someone has tried to run it on 7, and they may have found an easy fix.
Ignore that. Buying a game makes gamefly simply a retailer, and there isn't a free to play option for this game.
Yes, if you buy the download you will get a steam key. Simply activate the key on your steam account to get the game.
"Games: Pokemon Colosseum (GC)"
Googling it, I found this reference:
"Yes, there is multiplayer: go to the title screen, press start to get you to the story mode and battle mode options, go to battle mode(NOT the pre-set option), and then go to gang battle, select the rules and stuff, and then plug in the...game boy. You can't play with 2-4 controllors, but you can link in the game boy with the special cable and battle. You can do this with up to 4 players."
DLC is generally not applicable to transfer between games. Because of this, I highly doubt you will be able to.
In fact, the DLC List for Horizons should be completely different, as it is a different game
No, The mobile app does not currently send alerts on sent games.
An alternative to this is to setup mobile alerts on your phone. This sends a Text when games ship from or are received by GaemFly. You can set this up by going to my account (top right of webpage), and selecting mobile alerts.