You can browse and find a lot of cool games: modern and old-school.
NEC PC-FX Roms Section.
You just need to enter the name of the game that you want in the search bar and then download it from the given links.
This collection is always growing so remember to come back often for updates.
Make sure you watch over the game regions so that you only choose the versions that apply to your place.
The size is around 800MB, and the game is available in the US-English version.