Looking for advice...

Hi all, I'm new this stuff, and it's safe to say my knowledge on it all could fill a postage stamp...

After seeing an advert for one device found on Instagram, I ended up looking around and I'm drawn to the Retroid Pocket Classic Handheld, partly for nostalgia but partly because ir seems to be fairly well thought of as a device.

My question is this, is it a preloaded device, and if not... how do I go about finding games that work automatically with it?

I am probably the least technically minded person you'll ever meet, so I'm looking for simplicity when it comes to this stuff. So any help, detailed information etc is greatly welcome!