For DS games, yes, look at the tutorials at SCCheats. For GBA, I think so, check the cheating option in the patcher menu, but I don't know the specifics. For emulated games, if the emulator includes a cheatfinder you can use that, otherwise you'll need to embed the cheats into the rom files themselves with tools like gggbrp and the Game Genie embed software from PocketNES.org