I seriously doubt they are legal because the YouTube video title linked on that page is "New Plug And Play Game Console With Over 46,000 games..." but I would guess they work as well as all the other PC's sold like that as they likely lifted the same ROM setup the rest of them use.
(I'd also guess the support is equally as poor -> ie: assume it takes 3 minutes to confirm/fix each game setting, with 46k games, that's over a year of full-time work... I *really* doubt they did that)