Mm. I’m curious what made you decide to get a uConsole, when a Windows handheld can do the same job you want it to do.
Actually, that is a valid question, because a Linux computer can do anything you want it to, given courage and tenacity to get things to work the way you want it to. It seems, however, you intend to use it for retro and indie retro-style gaming.
What OS are you using? Did you buy the uConsole with a bundled microSD card? It’s also important to note that the cores you want to download have an aarch64 version. You can’t run x86_64 or amd64 cores because of this. You may have to depend on the OS’ package manager for the cores you need.
You may also consider running on a specialized OS like RetroPie. This is more recommended, as this comes with more recent software and updated under-the-hood stuff. You will have to install the OS to the microSD card. The link contains instructions on how to do so.
Again, make sure the games you want to play have an aarch64 version. That or use a hypervisor like Box64.