This should have gone in the Dingux emulation board, not the native OS board.
Anyway, just copy over the files from your PC to the SD card. And on the Dingoo in gmenu2x press Select, Add Link, blah blah what darfgarf said.
And you'll probably want to use the native NES and GBA emulators for most things instead of the ones on Dingux. Also the native movie player.
(Lol, last time I said a topic belonged in the Help board, but it was moved to Emulation. Now I said this belongs in Emulation board, and it's moved to Help! I'm all mixed up!