I remember that with windows 9x and also XP there was an option to choose a MIDI mixer;

now, can be possible this on windows 10? (I think that it's not possible with integrated sound cards, or at least with generic driver; i don't know)

I know that it was possible with creative cards, but i don't know if it's the same with windows 10

(I have a realtek with generic driver and i can only use Microsoft GS Software as MIDI mixer, and is very, very bad...)

The native functionality has been removed from new versions of windows (along with things like EAX support and DirectSound3D), however you can install a virtual MIDI device and soundfonts that will give you a much better quality of sound (there are even some that sound similar to the Roland Sound Canvas).

Other people may have favourites, but I've been using Coolsoft Virtual MIDI synth (https://coolsoft.altervista.org/en/virtualmidisynth) along with a reasonable soundfont (I think I found one that was supposed to sound like the SC-55). DosBox can also output through this, and it doesn't need a special soundcard to work.

This is all legal provided you're not using a commercial soundfont that you haven't paid for (most are freeware).

It's also possible to emulate the Roland MT32 and CML-32 using MUNT, but that's harder to do and a grey area as it needs the Roland ROMs, which aren't commercially available but may still be in copyright. For your purposes, I'd stick with virtual MIDI.

A my friend has a Creative sound card and with different mixers...

I think that it's a problem of all integrated sound cards...

(I don't know if Creative headphones can includes these)

Just install what pds said, along with a GM soundfont or two....

BASSMIDI works fine too, but it is rather old and basic.
officialblackmidi.fandom.com/wiki/BASSMIDI_Driver

And ...that's already killed off before he bothered to make one for Win10. So check out OmniMIDI instead.
github.com/KeppySoftware/OmniMIDI/releases/tag/13.8.2.0

Some GM soundfonts here. I would use the Chaos Bank, but the AWE ROM works fine if you don't mind it sounding like a Sound Blaster 16.
www.fox-gieg.com/rkhive/banks.html And don't buy a Creative "sound card". It's not even a "real" sound card anymore. ALL the work is done by your CPU. The soundcard is just there as a DRM for Creative's software. It's just silly.

Yeah, it's essentially just a DAC and there are better priced and higher quality options if you want to buy a DAC.