you could but, you need a slot 2 device like the ezflash V 3in1 expansion card. I just started trying to play the GBA games with this setup and seems like some games don't work and I get errors.
Are those GBA roms actually accessed from the R4 cos you can plug loads of things into slot 2 that will run GBA regardless of the R4?
well, I've only been recently getting into the "playing GBA off of R4" but here's how it works with the r4 at least with the setup I have. you load up the R4 and then you run the 3in1 expansion tool from your R4 main menu, then you go into that app and you can run the GBA games but, like I said earlier it doesn't seem like all games work as I am having a problem with a few. It also looks like there are some GBA emulators that you can use but I don't know much about those and if they need a slot 2 device.