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You can, but it's very slow.
I used this to grab this dev build, which after installation prompted me to upgrade to the final...
For what it's worth, the final Windows 11 runs fine on Parallels for me, and gets updates properly even with the Windows Insider options...
Windows already includes such a feature.
I imagine the previous owner of the Mac used the trial before you bought it. But you might be able to get another one if you reformat it, maybe?
Windows 10 ARM can run x86 applications, anyway, they're just slower.
https://www.microsoft.com/en-us/p/check-point-capsule-vpn/9wzdncrdjxtj?activetab=pivot:overviewtab this works on Win10 ARM.