DOS Games made for DOS require an emulator to run on Windows. Use DOSBox or a frontend like D-Fend Reloaded and read this guide to play DOS games on your Windows PC.
Christmas Lemmings, also known as Holiday Lemmings, was also released as a series of short games released between 1991 and 1994. First released as Xmas Lemmings as two four-level demos in 1991 and 1992, there were two later full retail releases on the Amiga and Atari ST in 1993 and 1994, both with an additional 32 levels.
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Search on eBayThese are some of the abandoned games similar to Xmas Lemmings in some way.
Airball
Gapper
The Game of Harmony
Paganitzu