The gyros are calibrated universally. What you do adjust per-game in XIM NEXUS Manager is Motion Aim Sensitivity and Analog Stick Sensitivity. Ballistics Curves, Smoothing and Bindings (if wanting something other than default controls) are also managed separately for each game.
To use gyro controls, a game requires a XIM Smart Translator. There are generic translators that might work in unsupported games, but like APEX and all XIM generations before it, NEXUS works best with a dedicated translator.
There is a good chance that native mouse & keyboard PC games will have universal support. This is different from controller support for each game because controller look mechanics vary from game to game, but mouse behaviour on PC is universal. Emulating m/kb with a NEXUS means that there is no aim assist, but it does allow pretty much any PC game to be played with a NEXUS.