If the NUC burns up and is under warranty but I played too many games and burned it up is it covered under the warranty?
Well, "burns up" is a bit harsh, is it not? The NUC is not going to heat your home, but it will get "warm". Just keep it clean, and provide adequate ventilation, and you will be fine.
You can play as many games as you want, and are supported on the NUC with Windows 10.
Used properly, your NUC is under warranty.