I don't understand this stuff.
Can anyone help me get the complete nes and snes games? Can I put them on a flash drive? I have an nes controller that plugs into the usb, but I don't know how to get the games.

You need an emulator.

Download one of these:

http://www.emulator-zone.com/doc.php/nes/

Or just torrent an NES Emulator/Rom pack.

Then you open the emulator, and select a rom to play - you can select your controller in the menu if it works with your operating system.

And yes, you can put it all on a flash drive.

You can also get roms from here: http://www.freeroms.com/nes.htm