Quite a few functions have been added to user32 and the kernel library over the years.
This is exactly why (hacky, unstable, unreliable) projects like KERNELEX exist(ed).
https://sourceforge.net/projects/kernelex/
[Development of kernelEx stopped quite some time ago. If you try to use it, you are on your own.]
These projects inject or otherwise add these missing function calls to older operating systems, which can (sometimes) allow them to run software they otherwise would not be able to.
Be apprised that in addition to 'just not having certain procedure handlers present', win9x *ALSO* has a different heap/memory management paradigm than NT flavor OSes, which will be especially problematic for more modern games, which will expect to be able to do certain things. (Like allocate 4gb of memory).