In short, for most people, no*.
There are two big issues to overcome: 1) most windows games use an x86 architecture and most android phones have an ARM processor 2) Windows isn't Unix based whereas Android is. That means you need software to bridge both issues such as wine to go Windows->Unix and another piece of emulation software to go from x86 to ARM. If you understood the prior issues then check out the EmulationOnAndroid subreddit; otherwise, it's simpler to consider it impossible. Additionally, even if you get the emulation software working, you'll still need a beast of a phone to handle the emulation and then have to deal with software not designed for (e.g. aspect ratio among other things) small form factors.