Many games you could technically make a .smi file of the CDs with Disk Copy for Mac OS 9 and mount the .smi file so it can access the CD content. Classic (meaning using Mac OS 9 on top of Mac OS X without having to reboot) doesn't do a very good job of working with games that require multiple CDs unless they are all mounted as images that are mounted at once. If you have the one DVD version you are in better shape.
If there are graphics chip requirements, you may have better luck running it in Windows, if you have an Intel Mac, or running on a Mac OS 9 boot on your Mac. The problem is that many such games have graphics chip requirements which Classic does not do a very good job of supporting. There is a Windows 95 version of the same game.
Note: Classic is not compatible with Mac OS X 10.5, but you can dual boot on certain Mac OS 10.5 and Mac OS 9:
https://discussions.apple.com/docs/DOC-1757