• Steam Link Hardware
  
• Controller / Mouse N Keyboard
  
• A FAT32 formatted USB flash drive.
  
• FTP client (FileZilla for Windows)
  https://filezilla-project.org/
  
• 7Zip
  https://www.7-zip.org/
  
• Your own roms

Be sure to update Steam Link to the latest version. Once completed, power down and unplug the power cable.

1) Format a usb flash drive to Fat32.

2) Visit forum post:
https://steamcommunity.com/app/353380/discussions/1/1778262124934232004/?ctp=4
Download Retroarch 1.7.6 and Huge list of tested cores provided by fhersete

3) On the flash drive, create the directory "steamlink".

• Inside create the following directories:
  
• apps
  
• config/system

4) Create a blank text file "enable_ssh.txt" within "steamlink/config/system".

enable_ssh.txt allows FTP connection to the Steam Link. This enables you to remotely add and delete files from another computer.

5) Extract "retroarch.tgz" from the first archive and "usbmount.tgz" from the second archive under the "initial" directory to "steamlink/apps".

usbmount.tgz is an app that will mount your external hard drives connected to the link.

6) Eject USB from PC and plug into Steam Link still powered off.

7) Plug power back in Steam Link and boot. You may need to plug in your controller to power on.

8) Once it boots, Retroarch should automatically pop up in the main menu. Now you can unplug your flash drive and delete the "apps" folder.

• If nothing shows up, power off and try another port or another FAT32 flash drive. I had this issue and using my secondary SanDisk 32GB drive worked.
  
• Be sure to unplug your flash drive before turning off, otherwise it will overwrite your current install on reboot if you don't delete the "apps" folder!

9) Grab the IP address of your Steam Link.

10) Run Retroarch. If it loads, exit Retroarch and go back to your computer.

For this tutorial, we will be working within Windows and use FileZilla.

11) Run FileZilla and connect to your Steam Link.

• Host: *STEAMLINKIP*
  
• Port: 22
  
• Username: root
  
• Password: steamlink123

12) When it connects, go up one directory in the file system and you should see a folder called "Apps". Open it and there should be a "RetroArch" folder.

13) From Steamlink-Apps-Cores, extract "RetroArch-Cores" to your desktop, rename it to "cores" and upload it to the RetroArch folder.

• You could also try to download cores within Retroarch, but I've heard this can not work sometimes.

14) There should also be a "roms" folder. Otherwise, create one and add your roms.
I advise creating sub folders for each system you plan to play.

Keep in mind, storage space is only about 300MB!. If you fill up the hard drive within FileZilla, you will get transfer failures.

15 To play games off an external drive, plug in your flash drive and run USBMount app. Your flash drive is located in root directory > mnt > disk.

16) Once that's done, run RetroArch.

17) Plug in a compatible controller and go to "Load Core" and select a core to load.

18) Now, go to "Load Content" and run your game!

In the steam thread, there are other apps you can install as well. Just add whatever you want and use the same process!

I have tested NEStopia with Ninja Gaiden, MAME 2003 + libro with Robotron 2084 and Picodrive with Altered Beast cores and everything worked great!

Article I referenced:
https://www.makeuseof.com/tag/steam-link-retro-gaming/
Thread with downloads:
https://steamcommunity.com/app/353380/discussions/1/1778262124934232004/?ctp=4
Thread troubleshooting FIleZilla connection issues:
https://steamcommunity.com/app/353380/discussions/1/2549465882930099371/
Supported controllers:
https://steam.fandom.com/wiki/List_of_compatible_controllers_with_Steam_Link

Spanish guide by another user:
https://steamcommunity.com/sharedfiles/filedetails/?id=1134345849