1st install F-Droid, which is like an Android Market but with just free (libre) applications like Firefox for Android or Scummvm.

http://f-droid.org/FDroid.apk

2nd open F-Droid, and then go to the Games section to download the emulator you like, for example, GBCoid.

3rd Wait until it downloads and install the emulator.

4th Open the emulator you downloaded. Enjoy.