I've bought and tried Indy3, Indy4 and LOOM. Indy3 and Indy4 are missing the files 00.lfl and atlantis.000 respectively so they can't be run through SCUMMVM nor through the DOS executables (which are still included). LOOM doesn't include a DOS executable (and probably also misses 000.LFL). Because of the missing files, SCUMMVM doesn't recognise them.
All the games come with a Steam-DRM wrapped executable that runs them in native Windows mode. According to the "About" box, it's based on an interpreter by Aaron Giles. (See Aaron's page on the interpreter )
LOOM appears to use CDDA (CD Digital Audio), but reduced to mono. I have sync problems with it just as I had with the original PC CD version. Especially bad if you alt-tab away from the game (even though it auto-pauses).
Indy4 plays the music through Windows MIDI mapper, probably the MT-32 soundtrack remapped to General MIDI which sounds odd on my real MT-32 but fine on GM compliant devices.
Indy3 appears to have an OPL emulator built in.
All the games have a scaler built in, which I personally don't like much, but it can be easily toggled via the window's system menu or by pressing Alt-S.