For example, in a Game Boy Advance, when you press A + B + STAR + SELECT, you return to the home screen and this is also built into the Game Boy Advance emulator, is it allowed to use this type of "command" to return to the home screen even if it is integrated into the console?

Ask the mods of any games you want to run what rules they have regarding emulation. All communities and games handle emulation differently.

Ok, thanks for replying.