Games have copy rights on them. Copying a game is therefore illegal.
Systems have patents on the hardware, but writing software to emulate the hardware is not illegal.
If you made a physical copy of the console, that would be a patent enfringement and therefore illegal.
And you have to be a complete dumbass to not be able to find roms on your own without us posting a link to them for you. We have provided links to the legal emulators, and its quite easy to obtain roms be it legal or not. There are thousands of sites with roms. Just go out there and search.