You may want to check the ROMs section, but...
Yes, you download a program that emulates the functions of a Gameboy Advance. Then you get the raw dumps of cartridges called "ROMs" and run them in the emulator. There's a lot more you can do on the ROMs like extract music and pictures, use codes easily and view the raw game data, but ROMs are illegal. When some people get the ROM, they don't pay for the game, and Nintendo loses money.