I've had some issues with King's Bounty on Windows 10 and yes, I used KBold.exe to try get the rest of the areas to work. I'm reluctant to buy other games 10 years old or more from here. Do I need to worry about these games being compatable with the latest OS? If so, how can I get around this?

Which King's Bounty? I think it should work fairly well on Windows 10. Have you tried contacting support or the King's Bounty specific forums?

I have been using Win 10 for quite some time now, and so far haven't found any compatability issues with it. Haven't tried any of the Kings Bounty set as yet, though the game card does state Win10 compatible. So I would suggest first off getting some information together about "what issues you had" as either the forum or GOG Support will need something to go on to be able to debug.
Also note there is a subforum for each game (series in this case) which may contain further info:
https://www.gog.com/forum/kings_bounty_series#1501358200

No issues here with Win10 at all - all old games run perfectly well for me no matter if there is a Win10 on the gamecard or not