"Better" is a relative term, and only YOU can make that decision. Basically, dual booting is possible, but installation has some risks. Make sure that the installation process doesn't destroy the macOS boot option. Running natively is faster, but may or may not be needed, depending on the games you are trying to play. Virtual machine has the advantage of not messing about with the boot sequence, but then it's an emulation instead of running natively, which means it will be slower. Again, depending on the nature of the game you want to play, that may or may not be important. What I would suggest is to try it in a virtual machine first and if it's working well, leave it. If it's not fast enough or some other reason pops up for you that forces a dual boot, you can choose to do that later. But again, be careful with dual boot, we've had a number of folks find the machine un-bootable after trying to do that, or after an update to the second system comes in and mucks with the boot sequence. Whatever you do, backup, backup, backup.