If this is the emulator version, you will need to provide your own game files: Create a folder named GB or Roms on your SD card. Place your .gb files there.
The emulator may require a BIOS file. Place gb_bios.bin in the /usr/local/home/.gnuboy/ or similar hidden system folder.
If the apps folder does not exist, create it manually in the root of the card. 2. Transfer the File