I can't speak to the PowKiddy, but I did put Orphea on my NES Classic for some on-the-tv, real controller fun.
I imagine the general process is to connect a compatible device to your computer (usually using USB) and then transferring the ROM file into the appropriate folder on the device (varies by device.)
For the NES Classic, you have to hack it slightly to allow the installation of custom ROMs. This is relatively easy as it involved downloading a customized OS flashing program that overwrites the NES Classic operating system with a version of the operating system that displays custom ROM files. Once I flashed my NES Classic, I could connect it to my computer and copy Orphea on to it. Voila!
Ah, okay. Thank you for taking your time to explain this process. So most likely you might need to jailbreak/custom firmware your device is what I am kind of getting. Sorry if I am not understanding something. Again, thank yu for this amazing game, it reminds me of the old hard retro arcade games, especially the one retro game with the vertical spaceship shooter game. May you have a grand week of full rest and energy as well as everyone else! :)
A little necro-reply to link in a reference for the process I used to upload games to my NES Classic:
https://www.lifewire.com/add-games-nes-classic-4586505