Turn the slide switch on and check if everything turns on. The 5" TFT screen should power on and display the Raspberry Pi boot screen. Emulationstation should automatically boot.
Move the analog joystick around to check up, down, left and right keys bindings. Press the action buttons to test them.
Run the input configuration through in emulationstation in the menu > configure input option.
SSH into Pi and drop rom files into dedicated directory. The directories for the ROM files are located in ~/RetroPie/roms/SYSTEMNAME, where SYSTEMNAME is the short name of the corresponding system.