For reference since I didn't actually explain and clearly not everyone knows this:
"ROMs" are named like that because they're ROM dumps. Early pre-CD consoles used Read Only Memory chips to store the games, so to pirate the game you took that chip and dumped it, giving you a ROM Dump file. Stick that file onto an ((E)E)PROM or into an emulator, and you can play it without buying it. "ROM dumps" quickly got shortened to just "ROMs"