Yes, it's true. Enigma is correct.
I have SF Alpha and SF Alpha 2, since LONG before CPS2 was decrypted. But they don't run as well as the arcade emulators we have now.
There has also been 2 Mega Man games, and the Puzzle Fighter game.
And then Capcom did some ports from other console to PC as well, such as Resident Evil.
However they're no longer sold in N. America. Currently available PC games from Capcom can be found on their website, including Resident Evil 2.