Emulators are nothing without ROMs or disk images, because they are the actual copies of games.
An Atari 2600 does you no good if you don't have any cartridges. A copy of an Atari 2600 game is a ROM, while a copy of an Apple II game is a disk image. ROMs come in many shapes, sizes and varieties, but most ROMs are single files that are between 2k to 2MB in size. This is especially common among arcade games. ROMs must be loaded by the emulator to work.