Just 7, 8, and 11 are on the PC. Thats it.
And no, part 7 and 8 are hard to find on the PC. You will probably have to get them on ebay for like $30 each.

Dude, just get the PS2. It has FF 1-12 on it, excluding FF part 3 which has never been released yet. It is so worth it just for those games and not even including all the other good non-FF games.

Also, i think its quite funny how each system got three Final Fantasy releases.

FF 1/2/3 = NES
FF 4/5/6 = Super Nes
FF 7/8/9 = PS
FF 10/11/12 = PS2
FF 13 = ?