I have recently gotten Windows 10 too.
I have the physical copies of 6,8, and 9 (which install the correct DirectX libraries, straight from the disc), so maybe my case is a little different, but...
When I ran the "Classic Era" (I hate calling it that) Touhou games, I was just fine.
(Aside from EoSD, which ran at "lightning speed" when it was in fullscreen for some reason)
Though, what everyone else seems to be saying is correct.
The DirectX files seem to be missing, though typically they come with Windows by default anyway.
Meaning, if you upgraded now (from a previous Windows) and they don't work now, W10 probably screwed up your installation of DirectX.
Also, I noticed your issues seem to be from EoSD (or at least in the pictures you sent)
EoSD is the buggiest of all of the older Touhou and Touhou-related games (aside from Seihou which was annoying to set up on W10, to say the least.)
Because of this, it tends to have the most problems.
My advice to you, is once you take care of your DirectX, run the game in Windowed mode. It tends to be less buggy that way, for whatever reason.
(Forgot to read later, so...)
PoFV errors are particularly weird to handle, but the same logic still applies.
Do you have any further info on the PoFV errors, so I can help you?