You have to install gfwl from https://www.pcgamingwiki.com/wiki/Ga...Windows_-_LIVE
When you start up a GFWL game it will ask you to login, you will have to input your info and then wait for 5 minutes until it asks for a key, some gfwl keys work for multiple games, some work only for the specific game and are limited to 1 account. The keys that work for multiple games like GTA 4 and Fallout 3 have around 15 activations until they will no longer work.
What game are you trying to play? Try deleting the xlive mapb local\microsoft and then delete gfwl and downlpad gfwl from pcgamingwiki and run all files. Also read the gfwl information on pcgamingwiki, if your password is too long etc, it won't work.
None probably, some games are gfwl enabled on steam and you can buy a steam key for them and when you start them they will give you a gfwl key to activate the game. Some games are physical only, but not all games have keys left so some achievements are impossible.