I'm pretty sure you don't need a license to install and run newer versions of Windows these days (it's been a while since I last did it though). I guess some features might be restricted, but nothing too important if it's not your main OS. I sure as hell didn't pay for a license anyway. :P

Gaming kinda sucked on Linux in general when I last tried it. Lots of tinkering required to get things working. I've heard it's a lot better these days though.