it's batteryless save (uses sram as temp storage and then copies over into rom data)
you can even flash your own games to it with a tool called gba multimenu, look it up on google cheers
the 3ds doesn't even have a bluetooth controller chip...
you would need the pokemon typing game cart inserted and create a 3ds driver to access that.
no other bluetooth stuff exists on nintendo handhelds before switch.
The msg basically says "There is no save file for Pokemon Colosseum on the Memory Card of Slot A"
So u need to play and beat the game in japanese first