yep just pick a game that you want to use like an everdrive.
I picked light gun games since they don't work on HDTVs anyway. For instance for NES I chose Duck Hunt.
Pop it in your Retron 5.
On the computer:
Now hop online and download the exact ROM version of the game you picked. I downloaded the Duck Hunt ROM.
Now download whatever game you want to play, like Akumajou Densetsu, or Nintendo World Championships, or Mr. Gimmick, whatever.
Now simply patch the Duck Hunt with an ips creator with the game you chose.
On your Retron 5:
Apply the patch and enjoy. You can even keep separate savestates for your patchroms.
If you need more info for the 'On the computer' part, there are great step by steps floating around the 'net.