Those are 99% sure to have non legal game files on it, kinda a no no to talk about here.
. There are sites that have complete game sets for everything,Atari 2600, NES,Genesis,Mame arcade games, but those also are technically "illegal" too, but they have free legal stuff if you look.
If you buy one, you are locked in usually, so no updates, and the Emulator is probably 5+ years old. Lots of games are glitchy or just don't work.
You are paying someone for things THEY got for free, wrongly, and then making money on other peoples work to boot...
Just google utube vids and sites to do it. they are plentiful. Whole games sets, you just unpack and run, newer than the Premade for sale ones.