What software do you need to run a PC game

It depends on the game. Mostly you will need only the actual game CD or DVD but some games will require you to have an updated windows live software and DirectX 9c or better depending on your OS
you can check the most necessary softwared to run games here http://gamersarmor.blogspot.com/2013/11/4-necessary-softwares-to-run-games.html