Where to buy Windows VPS (Or with the ability to upload your own ISO and Windows support virtualization)
Many of the hosting providers
offer VPS/VDS with the ability to install your software.
The problem is that you do not just software, and game.
I understand it requires a decent graphics card and this good in VPS you will not find.
Ie about any rendering three-dimensional graphics we can not go.
Where the more detail you can read about the Guest Tools, will it be possible to put on the VPS
In the manual for the corresponding system of virtualizatsii - who knows what you have there is virtualization going to be used.
Is it possible to create a local analogue of your VPS\VDS to verify that, if so, what software to use. (That would came close to the real conditions on a VPS)
Of course you can.
From software is most convenient and easier - hyper-v, VirtualBox, or VMware.
If the maximum approximation to real conditions - KVM, VMware it is also possible, occasionally hyper-v.
And about your question Where to buy cheaper Dedicated Server?
the easiest and cheapest solution is to put a cheap system unit at home, and provide him with access to the Internet.