Multicade is (borderline) legal. The board is merely capable of having ROM images put onto it... where you get the ROM images is the tricky part of the equation.
The one linked to is illegal. Donkey Kong is not available. Nowhere, nohow. Nintendo is 1000% against any emulation of it's IP by others. Nintendo has done some of their own stuff, but it will never be mixed with the IP of other companies (from what I've been told).
The SNK thing was available at target as well. It's right in line with that full size cabinet. Anyone on this board would be lucky to salvage the cabinet much less anything from the inside. Retroblast did a review of these things.
Page 2 shows they don't even use glue!