Hey Quokka -
You have two options for emulating classic games:
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RetroArch: which is a “frontend” where you load the “core” (that is, the system you want to emulate) and the “rom” (the game itself) - as you have seen already, it can be very complex for a novice user, but in my opinion is the best way to emulate. Many old and cult systems are supported in RetroArch
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A standalone emulator: you only need to load the games on it. Each standalone has its own requirements as to “where to load”, “how to play”, etc. i suggest you read this link - standalone emulators usually work better, are faster and implement a lot of the original quirks.
In any case, you need to understand how to use SSH to move file to/from the CPI to your own computer. Read this link for more on that using Tiny Cloud.
good luck