Welcome to gbatemp!
(just incase ure new to the whole business) to run the GB and GBC games, you need an emulator. the cyclo ds sought of dose this in its firmware, but not very well, realy (in my opinion) so the best emulator to use for GB/C games is lameboy. use the search box to find a guide (please learn to use that, so many new people dont, and we get asked the same questions so many times...)
and GBA emulation is imposible, and always will be. its because of the hard ware in the ds. some hardware is used for ds games, other hardware for gba games. this makes emluation imposible for gba games because the ds isnt powerfull enought to make "imagenary" hardware for the gba games to run on