lol, of course you're talking about ROMs. But it's been asked a thousand times already. You can't play GBA ROMs on an R4 or ANY other slot-1 card without a SLOT-2 card that supports GBA ROMs.
The cheapest option is the EZ-Flash 3-in-1 or the eWin Expansion Pak.
Also, there's no GBA emulator for the DS, and there probably never will be one.