OpenMW is a recreation of the engine for the popular role-playing game Morrowind by Bethesda Softworks. You need to own and install the original game for OpenMW to work.
The main quests in Morrowind, Tribunal and Bloodmoon are all completable. Some issues with side quests are to be expected (but rare).
Pre-existing modifications created for the original Morrowind engine can be hit-and-miss, but a mod created for Morrowind may not necessarily run in OpenMW.