All games released under the Games for Windows label are required to be fully compatible with the Xbox 360 controller if it has any controller support at all.
For the Xbox 360 controller, Microsoft introduced a new API for DirectX called XInput, which is used for Xbox 360 compatible periphials. This means that older games, that use DirectInput, may not work perfectly with the Xbox 360 controller. Specifically, rumble will be unavailable and the triggers will be considered different directions on the same axis, meaning that they won't be usable. Note that these issues will NOT occur in games designed with the Xbox 360 controller in mind, which most modern games are.
The Xbox guide button cannot be used in most games, but it will open the guide in Games For Windows - LIVE games.