Playing a ROM of a Pokemon game typically is the same as playing the real game, unless you’re playing a ROM hack.
However, playing a a ROM means you may also encounter unexpected or unexplained behaviour in the game. Some I’ve notice from reports here over the years may include:
 - random freezing
 - Save issues 
 - Corruption
 - Graphical errors in display
 - Piracy locks (less common to experience nowadays)
 - TID/PID changes randomly (only saw this reported in here twice)
 - issues with time-based events
Please note that this is not a comprehensive list of issues and may or may not happen when playing a ROM.