If your game is crashing when you click play, you should update Games for Windows Live from here.
After Installation launch Fallout 3 and press the Play icon. Install Fallout 3 normally in your C drive.
We are assuming that you already have the installation file of Fallout 3 at hand.
Yet, there are many steps you can perform to get it up and running. It should be noted that Fallout 3 was not designed for Windows 10, Fallout 4 is. Many users report that they face a compatibility issue when trying to run Fallout 3 on Windows 10.