Since Pixel Vision only comes with pre-installed emulators and a few new Homebrew games, it's up to the consumer to decide what to do next. There are many ways to find and download thousands of games(ROM files), but most of them are not legal. Emulation gaming is a grey zone, no doubt. You can google on the matter and take your stance from there. There is not much more I can do about it unfortunately.
Gladly, a lot of new "homebrew" games keep popping up, making emulation consoles a bit more market-reasonable today, legally that is.