How does an emulator work?
Not really, but some emulators may have some games built-in. An emulator is just like the console, not games unless you plug them in. You need to get ROMs, which are the games. Usually one ROM will contain multiple games. You should web search for a tutorial on whichever emulator you’re using because they’re not always intuitive in their setup, but once you get the hang of it you can play pretty easily.