Ever wanted to play your favorite GBA games without having a GameBoy? Now you can do it through the use of a powerful emulator called VisualBoy Advance (VBA)!
Steps

Step 1. First, you need to download the emulator
Then go to the site:

Step 2. Now download the latest version of the emulator

Step 3. You will get a.zip file
Open the file called "VisualBoyAdvance" and extract the files.

Step 4. You will get another file called "VisualBoyAdvance" but this time it will have the Gameboy Advance icon
Congratulations! You have just downloaded VisualBoy Advance.
Step 5. ROMS:
Every console needs games, right? Well, the games of this emulator are called Roms.

Step 6. To get the Rom files you will need to download them from a specific website
Try doing it on the Doperoms website, here is the link:

Step 7. When on that site search for the name of the game you are interested in

Step 8. For example:
If you want to play Final Fantasy, type Final Fantasy in the search line.

Step 9. You will get a list of games with those keywords
Final Fantasy. Then, click on the game you want.

Step 10. Next, click on Download Rom

Step 11. You will be directed to a page with advertising, scroll down and click "Download" to get the GBA.zip file

Step 12. Open the GBA.zip file
You now have a. GBA file.

Step 13. Create a folder anywhere that is easily accessible (on the desktop for example)
Name the "Roms" folder and drag the ". GBA" game into there.

Step 14. Open VisualBoy Advance
Click File> Open and go to the Roms folder. There should be the game / games you downloaded, select one and play.