A good majority of those games you are seeing are not worth anything because they are meant to be distributed for free over the internet. Some, such as Chaos Black and ShinyGold, are actually rom hacks so do not buy any of them. This is one of the main reasons why some of the newer ones have anti piracy intros, because nobody wants any of those scammers to make any profit off of their hard work. As for how to get roms and emulators, Google is your best bet and I cannot say anything else about that. The emulator is what plays the game itself by simulating the original system and the rom IS the game. As for the hacks, the most popular method for distribution is the IPS patch and I use a program called Lunar IPS to handle that part. Lunar IPS can be found here and this is used to modify "clean" roms and turn them into hacks:
http://fusoya.eludevisibility.org/lips/