When you need to connect more then one USB device to your DE10-Nano FPGA board then you need to use a powered USB hub. It is possible to use normal hub, but it is way cooler to connect the one that is custom designed for the MiSTer project.
MiSTer project that is installed on the DE10-Nano board can only output video using the on-board HDMI connector. However if you want to get the real retro gaming experience then you can attach the MiSTer IO Board. Among other things, this add-on board let's you output 15KHz analog RGB video and audio signals that will let you connect to a CRT monitor. This blog post describes how to build such a board.
In order to connect your DE10-Nano board to VGA or other RGB output, you need an I/O Board. This PCB board and assembly instructions are available on the GitHub pages of the MiSTer project.
Getting FPGA cores of your favourite retro systems onto the DE10-Nano is very easy. You can run them in matter of minutes.