R4s (or pretty much any DS flashcart that isn't super ancient) have their own microSD card and its own menu to select games (basically what Alex658 is saying is that the 3DS has a built in blocker that prevents flashcarts from working, and that many 3DS-compatible DS flashcarts basically 'pretend' to be a legitimate game in order to bypass the block). Also, FYI, ROMs are universal so you don't have to worry about that.
What you do need to worry about though (if you're getting one) is which R4 to get. Because they were so popular, there are hundreds (if not thousands) of fake and cloned R4s, many of which have all sorts of problems that could've been easily avoided by getting the right cart. The easiest way to identify what your getting is through the website on the package. If you're looking to buy one, I'd recommend the
r4ids.cn R4i Gold.
TF is what SD cards were called before the SD Card Association formed. TF cards are cross-compatible with SD, but TF only goes up to 32MB in size (yeah, it's that ancient).