You'll be able to run any games from anywhere in the world. You're only problem will be the difference in power supplies, so you might need a converter or a new supply.
As for DVD, it'll be set to the region you bought it in. However, you have two options.
1) All DVD drives in computers have a limited number of region changes (usually 5), so you can change it to your region.
2) There is software out there that makes the system go "Region? Who cares about regions?" (DVD Region Free is the one I have.)
There is a third option, which is seeing if you can find a firmware to make your DVD drive region free, but that's a lot of aggravation for very little reward.