For an internal, SATA data and power (power is usually built into the power supply). A retail drive probably comes with the cable and attachment screws. And OEM drive may not.
An external drive will use USB or eSATA, which may be that only, or that plus a power adapter. A retail one should come with all the cables.
In any case, you shouldn't need a software to use the drive as a basic reader/writer drive. A drive may come with a CD that has a manual in pdf, DVD playback and CD/DVD authoring software (the software probably limited feature and/or limited time OEM demos). Windows itself can make CD/DVD ROMS, UDF discs, audio CDs from WMP or other media app, and burn ISO images.
As for your games, it is game specific if you need their DC/DVD in the drive, or other software to play them. As far as the optical drive, all it needs is the system drivers to basically read the disc.