Gaming corporations are doing their damnedest to get rid of emulation and piracy on top of getting rid of original versions of these games. Sure, we can re-download these things from piracy sites but keep in mind that these sites are constantly being attacked by copyright ghouls. Archive.org or your favourite rom or torrent site might not be around tomorrow. The internet is becoming increasingly corporate and restricted and it's important that these things not be lost to time and the only versions left are bastardised "remasters" locked behind a subscription to be ended anytime or until the next bastardised remaster comes along.
And if you're lucky enough to own a physical copy of a game, learn how to dump that shit onto a computer.
The two other responses you've gotten are good regarding Mullvad VPN (also my personal recommendation) and the service real-debrid.
If you're not going the torrenting route and are just looking to snag a few individual roms, you can just go to direct download sites (DDL) without a vpn/debrid service. Check the emulation megathread that I wrote for information on sourcing roms from DDL sites.
To the network interface question: when you start up a vpn client on your computer it makes a virtual network adapter that traffic runs through. Binding qbittorrent (the pretty much universally recommended modern torrenting client)'s network interface to your vpn adapter (under settings -> advanced -> network interface) means that in the catastrophic event where your vpn crashes while you're torrenting something there will be no ip leak (qbittorrent won't failover to whatever network adapter is working successfully) and there will be no data in/data out (and thus no pesky letter from your internet provider about copyright infringement).
Let me know if you have other questions- glad to help.