google "nes rom"
Disclaimer: You should only install roms that you have the original cartridge to, this is a legal backup like burning a cd. Other downloading is illegal.
To install them to your phone, download to your computer, unzip if came in zip or 7zip format, then attach computer via usb, when attached, pull notification bar down and select mount usb, then on your computer go to the E drive(or whatever your phone shows up as, create a new folder for your roms, and copy roms from your computer to your new rom folder. Open up the emulator on your phone and push menu button(the hard button with 4 lines) and open. Select the game you want and GO!
I'll spell it out more clearly on my blog later today.