A ROM is a software copy of the physical games that you buy for a console and, unless you own the physical disc or game cartridge, downloading the RMS is illegal.

First and foremost, to play games using an emulator, you need the game ROMS ( Read-Only Memory ). GBA4iOS is an emulator app, and it isn’t without some risks. With regular updates, GBA4iOS is continually kept safe for you to use, and our tests have turned up nothing that could harm your device. The app developer is one of the most respected and is known for producing safe apps and jailbreak tweaks.

Because you are not jailbreaking to install it, you don’t hack through Apple’s security, and you don’t leave your device open to any form of external threat.