download an emulator, desmume is probably the one everyone uses, and download a rom online, the file extension of the rom must be .nds or .7z or .7zip, I can't tell you where to get roms but they're easy to find online
go to desmume(dot)org and download it. It's a great DS emulator for PC. There's plenty of installation guides on youtube. Then, just search up "lego battles ROM" or something, you should be able to find it pretty easily.