you store your roms on your r4's sd card and load them as you want them onto this.
you have 32mb of nor memory (big enough for any gba file) and 16mb psram memory (faster at loading to but contents lost once you turn off your ds).
the psram memory also serves as expansion memory for the ds browser, the oficial nintendo ds browser has only 10mb so 16mb on this is a bit extra
as to how it works..
load a ds game that has rumble and it will rumble
load the ds browser and it acts as if its a 16mb ram pack
use rudolphs 3in1 expac tools to load any gba file from the folder GBA on your r4's micro sd card and it will play it.
now, you'll need to patch most gba files for savetype, use a program called gbata.exe.
once 3in1 tools is loaded you can select to store your game in psram or nor memory using the l & r buttons, psram is faster to load a game into but is wiped when you turn off your ds, nor memory retains the game even after a power down, in fact a game in nor memory appears to the ds as a genuine gba cart (so you can link with an nds game) of course a few gba titles are larger than 16mb so those have to be loaded into nor memory, the 3in1 does however retain the saves for both types (only 1 save per memory type) and of course saves are copied back to your sd card into the folder GBA/SAVES if you created one.
hope that helps, any more info needed just ask.