All you’ll need to do is unzip the emulator and open a game from the file menu–note that there are different options for ‘Open GBA’, ‘Open GBC’, and ‘Open GB’, respectively.

Open the Dolphin file manager and select the Primary under Removable Devices. Open the Emulation. Now open ROMS. Then open the GBA folder. Transfer your Game Boy Advance games into the GBA folder.