The games are ROM files, the emulator is the virtual game system. If you have the NDS emulator, you need to acquire the ROM files you want to play as well... Normally, there is an option to open a file in the emulators menu. Select the ROM file you wish to play from the file browser and you should be able to play
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You can't. It's illegal to use any type of emulator if you do not own the console of the emulator..
no it can not, but if you google "nds emulator" there are plenty of free options to choose from
You can't. Pokemon Pearl is a NDS game, and VBA (visual boy advance) can only play Gameboy Advance games. For Pokemon Pearl, you have to look for NosGBA or another NDS Emulator.
No.
VBA is an emulator for GameBoy Advance, while HeartGold is a game for NDS.