You should put the games where the readme/help of the emu says, and if it dosen't say anything, it is probably in the same place where you put the emu. BTW, what do you mean by GP, GPengine??? Someone could give you a specific place to put the files if they knew (they probably do, but I don't )
Sorry what i meant was demos created for the gp32, so no emulator should be needed right? where so i put the files to play them. example is all the entrys to gbax comp. like to try out some of those games
Obviously he already has freelauncher and obviously he knows what to do with FXE Files. I think its a good assumption that he is working with FPK demos such as bloodycross where he will need to go to File, Install in the GP32 PC-Link application.