Questions for gamers about emulation

Hi guys!

I am curious about handhelds like the Anbernic and emulating games. How does all of that work?? I literally don’t know a thing about it so you can explain as much as you want. Is it like.. you buy one and can download things off a store? Does it have an operating system or do you download one? Do you load games from computer? What exactly is emulation in comparison to playing the real thing if it’s (looks/behaves like) a direct copy in my experience? Where do you find the games? Examples of questions I have because I can’t wrap my head around it.

Thanks!