If you have a Zune HD, you can install apps and games on your device. However, many of the apps, especially ones that require connecting to an external service, no longer work because those services have changed their APIs or have been decommissioned. Most of the games should be playable.
You should now be able to connect your Zune device to the Zune software and sync your media to your Zune. Additionally, you can also customize which folders the software should sync to your device, select which apps and games you want on your device (for Zune HD owners), and even rip and burn CDs.
After installing the Zune software, you need to add a registry setting in Windows and update the "hosts" file in Windows. This will ensure that your Zune can communicate with the Zune software without encountering errors or freezing.
Before you begin set up, confirm that you can turn on your Zune device and that is working as expected.
Go to Zune Update - RESOURCES. Then, click ZUNE-SOFTWARE.ZIP, and specify a folder to save the file to.
This tutorial describes how to connect a Microsoft Zune device to the Zune software.
Microsoft still hosts basic manuals for Zune and Zune HD devices. Please see Zune Player and Zune HD Player Product Manuals to download those manuals.