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1 – here is the EASIEST way for you to do this:
Step 1 – Get yourself a USB stick
Step 2 – Insert it into the Pi, the LED light on the USB will flash, let it finish flashing completely
Step 3 – Remove it from the Pi and insert it to your computer, you will find a lot of new folders on this USB. Look for the “nes” folder now
Step 4 – put your NES roms into this folder and remove it from the computer
Step 5 – Insert this USB again into your Pi, let the flashing go on again and this time it should take longer. Do not remove it! When it is done, remove the USB and reboot the Pi

2 – You mean “roms”? Please do the steps I mentioned above and see if you don’t find a “zxspectrum” folder

3 – To close roms/games and return to the menu… well… that will be a bit harder for you I think. You will need to modify a file on the Pi.

Locate this file: /opt/retropie/configs/all/retroarch.cfg
At the very bottom you need to add in two lines:
input_enable_hotkey_btn = 5
input_exit_emulator_btn = 6

You have to figure out which button # to use based on your own controller. Like I said, this is a bit harder but I can certainly help you through most of it.