What would happen if you downloaded something illegally?

Okay so this amazing thing on an IPhone lets you download old games and puts it on a gameboy pad and lets you play it (for example ZELDA) and when I downloaded it it said this " please confirm if you own or are downloading this legally" the app/website didn't ask me for a email or anything it just let me download the game. Would this get me in trouble? Or no?

I don't think so because alot of people do it but it is pirating and illegal so you can get in trouble if you're caught

Try to download apps from a legal, sharing downloads sites.