Can dual core support latest games?

I am want to buy a CPU with the following processor:

http://ark.intel.com/products/42801/Intel-Pentium-Processor-E5700-%282M-Cache-3_00-GHz-800-MHz-FSB%29

What kind of games can it support? Maybe GTA 4? or some older games...

Currently, yes. The majority of recent & current games are still optimized for Dual-Core CPUs (that is about to change soon, but until then, Dual-Cores are good to go). But the processor you're considering to purchase is not very good for the latest games. You'll be able to play GTA IV (with the latest patch), but only on medium settings, otherwise it would lag noticeably. I suggest you increase your budget a bit, and go for the E6500 instead, that'll give you quite better performance. But even if you still buy the E5700, it will still be a nice upgrade (depending on your current CPU). And it'll work out fine for the majority of the games you'll play, especially a few years older games, So you're good to go.

Thanks man