Do you still receive the games if you purchase an TES game from GOG?

Yes.

Actually, you receive them if you purchase *any* Bethesda game from GOG, even if the game is something like Doom or Fallout.

(Note that owning Fallout from when it was published by Interplay doesn't count.)

Of course, you can also just download Arena (floppy version, not the CD version GOG has) and Daggerfall from Bethesda's website.

Ho... Thank you for the information, I bought Doom/Quake collection during the sale and I have so many games on my library that I completely overlooked I already owned Arena! :O