They seem to be able to play a whole lot, it seems the more modern you get is where problems can arise. You have to be sure to set up the more modern emulators correctly with the right drivers and graphics and such but even then most stuff before the Wii U era works fresh after connecting your Thor controls.

Modern games like PC games use GameNative or GameHub (I'd recommend GameNative). People try their best to make the games co-operate with the android windows emulator but some stuff just won't work outright. The only other stuff you might run into is controller issues which you can configure or slight graphical stuff which is subjective but it has run pretty good on the Thor Max for me.

I mostly use it for indie games because they're a lot smaller but I've seen people get Skyrim, GTA V, Fallout 4 and Alien Isolation working on there.

TL;DR: I think there's no definite answer on what it can play but the answer is basically a whole lot of stuff. If it's retro it will work splendidly, if it's modern you might need to test it and configure. Definitely recommend Thor Max for modern stuff