PokeMMO does not include any game assets itself. It is also not an emulator but its own engine. You’ll need to obtain the ROMs from elsewhere and place them in the appropriate folder so that the PokeMMO client can extract the files. In many countries it is legal to recreate a game as long as you do not use any code or assets from the original. The player is the one committing copyright infringement if they do not dump the ROM from their own cartridge.