The Dingoo is primarily attractive because of its ability to emulate other game systems such as the SNES, GBA, NES, Sega MegaDrive etc...
To play these games, you will need Roms, or ripped copies of these games. We do NOT
discuss how/where to get Roms on this board; Google is your friend on this issue.
Copy the Roms on to your Dingoo (in the GAME folder) and play away.
There are many ways to get better performance out of your Dingoo. Dingux is one of these, installing better emulators on the native OS is another. Take a look at the Wiki and search the forum for more information, that's why they're there.
Welcome to the forum, and I hope you enjoy your Dingoo! Please utilize the forum search and the wiki first when you have questions.