Is it possible

To download GBA games onto my R4 and have it to work?

GBA games need 3 files for it to run in your handheld. GBA, SCI and SAV file. You would need to download a software to be able to convert the gba files you download. Try to look for the software in supercard.com.

I dont think SCI files are needed for all games.

NO SLOT ONE CARD (i.e. the R4) WILL BE ABLE TO PLAY GBC ROMS. IF YOU SEARCHED THE FORUM YOU WOULD ALREADY KNOW THAT