Yes I mean the icon, I didn't think that was confusing. In any case, I have tried downloading some of these files multiple times, got the icon, and when I try to open it to check if I see anything it just seems to open up an empty microsoft edge page. I don't know what's going on.
The specific ones I'm doing this with are GBA roms and the files are named with .gba at the end. I have extremely limited experience with both this site and emulators.