files required to play an iso in an emulator?

Many of the PSX and Saturn roms come in several formats, such as (bin and cue), (sub ccd and img), and (mdf and mds). I've found that games play when I load the large file (bin, img, iso, mdf) seemingly without any trouble. That leads me to wonder whether the other files are necessary or important? The sub files are about 25 megs a piece.Are they only there so the roms can be burned to a CDR? If I do not have plans to put them on a CDR, can I save myself some space by deleting the other files? Any help on this would be greatly appreciated. Thanks.

No, you need to keep the smaller and other image files in the same folder, or else when you burn them etc., they won't work, most formats anyway that have external files. mdf and mds are from Alcohol 120%, you still need them, and you usually burn the .cue file, since it loads straight from the .bin file specified. .iso are individual.

ideally you should load the .cue/.ccd as it contains extra information about the .bin/.img file.

how can i converted gba files into nds

you can't.

You can change the extension, but that will not work at ALL. Usually, if you want a ds.gba file, for a NDS, you just change the header, and compile to get it, same with sc.nds, but it doesn't work Viceversa, and these can't work on a GBA cart.