All the roms go on the slot 1 cart. The ones that need to be played from slot 2 are transferred from the R4 to the 3-in-1.
DS games just go on the microSD card, no need to do anything to them.
Most (but not all) GBA games will need to be patched to be able to save on the 3-in-1. You can do that with the
EZ4 Client.
GB and GBC games cannot be run directly on the DS, you must use an emulator. The ones you'll want to look into are Lameboy DS, Goomba, and Goomba color. Goomba and Goomba Color are GBA mode emulators, so you will need to compile the .gb/.gbc files and the emulator into a .gba file, then transfer that file to the microSD card. Lameboy DS is a DS mode emulator, and it can read the .gb/.gbc files directly from the microSD card.
As for those other slot 2 carts running GB roms "natively", they just have Goomba built in.