is there a way to exit the current game and go select a new game without resetting the device?
also, how do i save and load savestates when using the emulator? is there a menu i go into to set the save/load button?
Sadly not but I don't think the EDGB series had a feature that reset the game to the menu unless you turned the power button on and off again...
For goomba and pocketnes just press L&R then go to Save State and just place it in one of the slots then when you want to load a game that has been saved just press L&R again and go to Load State, as SMSAdvance is the same if I recall it had a similar function but was named differently.
Also your save states will be kept in the Emusave folder but be aware eventually you may run into an issue where you may get a FAT 0F Error or Disk IO error which is due to the device remembering every game you have loaded onto the everdrive to play as even when you don't save a state the device will always keep a back up of the games which are simply known as SRM files these are games you have played in the past and present which can be found in the Emusave folder. It lets you have around 2,025 games before it runs into that issue where it will then become unresponsive until the SRM games have been deleted.
On a side note a SAV file is different to a SRM file, as the SAV files are basically your save states you have made yourself in the games you play while the Save RAM Files are just data the device has remembered you playing before, this is how when you click a shortcut on any Everdrive it brings up that last played menu of the most recent games you have played on.
More info on this can be found here -
http://krikzz.com/forum/index.php?topic=8958.0