Here is some great information about use of an SD card from Facebook user "Mark McCabe" in the "Atari Gamestation Pro" group.
Using an SD Card in the GameStation Pro
From what I have read, the SD Micro card should be formatted to exFAT according to most users, some say FAT32 will work too I know for certain exFAT does work..
Top level folder should be named "Games" (the first letter must be a Capitol G or it won't work).
If you have Firmware version V1.30 (or higher) Gamestation will support subfolders, if you have the original V1.20 it will not.
in V1.30 and above. pressing the Home and Start button at the same time allows you switch to the SD card games menu, while pressing Home returns you to the internal games menu. If you have the original V1.20 you need to cycle power and go through the normal startup menu method.
Suggested replacements for the OEM joysticks are the XBox1 or XBox PRO controllers.
Supported ROM Files
.a26 - Atari 2600 Should play pretty much all # **
.a52 - Atari 5200 May not play many of them #
.a78 - Atari 7800 Should play all
,gb - Game Boy (Black and White)
.gba - Game Boy Advanced
.gbc - Game Boy Color
.bin - Sega Genesis just rename any .md files to .bin (they are the same)
.sms - Sega Master System only with firmware 1.30 or higher
.nes - NES (Nintendo Entertainment System)
.sfc - Super Nintendo only with firmware 1.30 or higher***
MAME - Circa 2000 Arcade ROMS seem to work best Leave them in zipped format on the SD card. Archive.org has a selection of them. One youtuber recommends
the 0.139 archive.
.pce - TurboGraphic16 PC engine games only with firmware 1.30 or higher***
Notes: ** In V1.30 they added paddle support to the 2600 SD card games. Make a subfolder named "Atari 2600 Paddle" and put the 2600 games that require the paddle functionality into that folder and the paddles will work.
Notes: *** These games have issues with the controller due to button mapping. Hopefully in the next update they will allow users to remap their controllers to support these games better.
Notes: # Many of these games when downloaded are in name.bin format as that is what some emulators expect. You can rename these, Foe example you can rename an atari 2600 name.bin file to name.a26 and it will work in the GameStation Pro just fine.