For help with jailbreaking programs, follow one of these guides (NOTE: this guides are for iPhones! The iPod steps are similar, but don't worry about 'Advanced Options' such as boot neutering)
Pwnage (Mac)
WinPwn (Windows)
QuickPwn (Both Mac and Windows)
To get Pokémon games onto your device, you need a GBA emulator. You should be able to find one in Cydia/Installer. Once you install that, go online and look for GBA "ROMs' (NOTE: In many countries,
unless you own the physical copy of the game, it is ILLEGAL to use ROMs! [of the games you do not own] Litigation isn't often, but if you are caught, there will be repercussions). Download them and then load them onto your device (You need 'OpenSSH' on your device). To learn about SSHing (as it is called), refer to this guide:
Link
If you have any further questions, be sure to ask!