Great haul! If you're looking to play Doom and Hexen II on a modern Windows 10 machine, I recommend using a source port, as it'll let you play them with some more modern conveniences (while still preserving the gameplay...unless you wanna mod them out from there):
Doom - GZDoom
Hexen II - Hammer of Thyrion
I tried it with uhexen2 - it works well. How does FTEQW engine compare?
You don't need PlayOnLinux to get the game. You can use innoextract.
Look at this project: http://uhexen2.sourceforge.net/
You provide it copies of the original Hexen 2 game data, and you use the versions of the Hexen code that have been recompiled for modern OSes.
Raven Software open-sourced the Hexen 2 source code years ago.
There are some very nice mods for Heretic and Hexen that can breathe some new life into them. My personal favorite is Wrath of Cronos, which works for both Heretic and Hexen. Primiarly uses GZDoom to work.
Hexen 2 can run well on modern systems using the Hammer of Thyrion source port.
As for Heretic 2...yeah, its a bit of a mess. I was able to get it to work at some point, but I had to jump through a lot of hoops. No real source ports to work with there. A remaster of that would be nice.
I bought the Doom and Heretic/Hexen collection but haven't actually played them through steam. I downloaded them and run them through the gzdoom source port except for HeXen II, which I run with source port Hammer of Thyrion. Steam thinks I've never even started them up, but I have enjoyed them quite a bit.