hi and welcome in the community 
latest official os is 0.4, based on this one the community done some improvement,
latest one, who’s full featured is Custom D.E.O.T. V1.0+/Clockwork OS v0.4 image - With Updated Kernel 5.3.6, Latest Lima Drivers, RA1.8.1, Mupen64+ and much more! (Current version: 191122)
so, when you will receive your unit you may want flash a sd card with the os image and just insert it into the gameshell
for systems you wanna play all you’ll have to do in a second time after you’ll have connect your unit into your local network using wifi will be to transfer yours roms using an ftp software like by example filezilla in the good folders
optionally add bios for emulated system like neogeo & psx
some other project will require you to access the unit through ssh (Secure Shell Interface) and type obscure commands to compile &| setup others programs, games and emulators, but for a basic gaming usage all is easy