You're on your own finding the roms, but if you can use google it shouldn't be very hard.
If you want the actual virtual console versions, then you can find them as wad files and install them with the wad manager. But installing them that way uses the wii's internal memory which can only hold a few games at a time, while running them through emulators uses space on the SD card and can hold hundreds.
You download them on your PC and put them on your SD card.
Or if the wii is online you can download a homebrew app called the homebrew browser that will let you DL the programs directly to the SD card, but you'll still need to put the game roms on the card from your computer.
For better results I would use VC/WiiWare games rather then Emulators. Most old Nintendo games like Super Mario Bros, Bubble Bobble, Donkey Kong, etc can be installed as VC games to the Wii System Memory.
If you use VC WAD files make sure you download the proper region WAD game (same region as your system) in order to play it on your system. Install them using WAD Manager.
You can use your SD Card to hold VC/WiiWare games. To do this (after you install the VC/WiiWare game to system memory) go to Wii Settings>Data Management>Channels and MOVE (DO NOT COPY) the game to the SD card.
After you do that you can load the game off the SD card by selecting the SD card icon in the Main Wii Channel menu.
Of course if you want Atari/Sega etc. etc. games you will need to use an Emulator.
