RetroPie is a custom operating system for the Raspberry Pi that has been specifically built with the purpose of running retro games. The enables us to run game from a whole host of systems, including the NES, SNES, GameBoy, MegaDrive and so on…
You can download the image here: RetroPie Download
You’ll need to burn this image to the SD card and there’s lots of programs out there to help you with that. Etcher is a nice and simple example that works on Windows, Mac and Linux. You can download it here. Etcher download
Once the image is written to the SD card, you’re ready to throw it into the Raspberry Pi and boot up!