What is a Window's game that I can play in demo mode or something to experience such effect?
I would suggest Metro 2033 (Redux) as one of the most memorable high quality audio/positional audio experiences of the past ten years. Included from the main menu is a classic benchmark run; and the 'demo' first gameplay minutes showcases the engine. Much of the game can get pretty quiet. Plenty of nice music being played in game, over there.
GOG trusted distributor, Metro 2033
It seems no one is serving game demos anymore. Either torrent, pay, or enter a walled garden.