if so how?

Save States. Nintendo almost makes up for this inconvenience by including save states in all 20 NES games. Just like with the SNES and NES Classic Editions, each game has 4 save slots apiece.

You can by either getting a powerpak or an Everdrive.

I like Powerpaks

https://www.retrousb.com/product_info.php?products_id=34

But I also like EverDrives

https://www.amazon.com/EverDrive-N8-NES-Nintendo/dp/B079WYDPX5/ref=asc_df_B079WYDPX5/?tag=hyprod-20&linkCode=df0&hvadid=312152733784&hvpos=1o1&hvnetw=g&hvrand=4236055417365148360&hvpone=&hvptwo=&hvqmt=&hvdev=c&hvdvcmdl=&hvlocint=&hvlocphy=9026259&hvtargid=pla-614118977244&psc=1

But I like Powerpaks more.