You download the .nds game ROMS from various sites (as you might be able to guess, they are not entirely legal!).
When you download them, you have a file called ****.nds (where the **** is the name of the game)
You them put these .nds files onto a microSD card, which goes into a DS media card (M3DS, CycloDS, R4, etc) and then into the Nintendo DS machine.
You switch on and you have lots of games to play.
No need for registry checks or anything like that - all you are doing is downloading the game ROM from the website and moving it onto the media card or playing it through an emulator.
Like square said, if you are a novice, i wouldnt recommend starting to download illegal stuff like this.