I have downloaded some of the games from:
http://www.nokia.com/games/92xx/index.html and then copied the *.sis files to my emulator directory:
D:\Symbian\6.0\NokiaJava\Epoc32\Wins\c\documentsI have then used the emulator to install the game:i.e.,
Extras->CTRLPANL->INSTCTRL.
The icon is then viewable from the "Extras" tab but clicking on "Open" results in the following error message: Note - "Not Found".

Is this a problem with my installation or are games not supported in the emulator? If they are not supported - why?

I haven't been able to test the games out on an actual device because I wanted to see what the device was capable of before buying and doing any development on it.