Insert your micro SD card for the blue card into your computer. Make sure the card is formatted to FAT32.
Unzip it and inside you'll find a folder called "Blue Card (R4i). Copy the "_rpg" folder and the _DSMENU.dat over to the SD card for your Blue Card. You don't need the others.
Copy any .nds file you'd like to the root of the SD card. (Or create a folder called "games", whatever you like.
Put the SD card in your Gateway Blue card and insert it into your 3DS.
Sometimes the 3DS may not recognise the Blue card immediately. I have found you need to push the card a bit further into the slot and then it will work. Confirmed working as I'm using my Gateway Blue card to play Dragon Quest at the moment on my A9LH Luma3DS N3DS
FBI is an open source CIA installer for 3DS. It is not the first one, but so far, it is the one with the best features.
CIA files allow the installation of titles to the 3DS. Think of them like the .wad files for Wii. FBI lets you install/uninstall them. In the past, the tools that was used for this purpose was Nintendo copyrighted material. Big Red Menu was the first open source/legal CIA installer, but as it came in .cia format, you still had to use a Nintendo copyrighted tool once to install it. https://gbatemp.net/threads/release-fbi-open-source-cia-installer.386433/
You can install FBI by using the fbi installer in the homebrew starter kit.
DSTwo or DStwo+ in DS Mode (GBA+SNES Emulation)
The 3DS Mode (Gateway Plugin) on the plus version requires you to be on an exploitable firmware, so forget about using it for 3DS Games if you even consider The Plus version of this card.