I have a Steam Deck and installing the vast majority emulators is pretty straightforward with EmuDeck. EmuDeck is installed in Steam Deck's Desktop mode (a Linux environment) and then you can either:
use a frontend emulation manager you prefer (RetroArch or Emulation Station (ES-DE) are the main ones; better for larger libraries of ROMs), or
use Steam ROM Manager to directly add games to your Steam library (best for smaller libraries of ROMs)
(or, if you're feeling silly like me, you can do all of it! but there really is no need)
After you've made that choice, you'll download your ROM(s) and put them in the default folder for the system you are emulating. Once you return to Gaming Mode (i.e. the Steam Deck's SteamOS interface), either your game(s) or the frontend(s) will be listed in your library. If you opted to use the Steam ROM Manager, selecting the game will automatically whisk you away to the preferred emulator to immediately start playing. If you want to change any settings (controls, sound, video, etc.), the way to do so depends on what emulator or frontend is actually running your ROM; for my purposes, RetroArch is usually the emulation manager I use, so pressing the left and right thumbsticks (e.g. L3 and R3) brings up the UI.
This is basically the quick and dirty explanation for emulation on the Steam Deck. There's a lot to explore and I certainly don't have all of the answers, but it's definitely no more complicated a process than normal.