How do you add systems

OK. I'll be straight with you, the enclosed software is a washout, a broken and bastardised version of RetrOrangePi, so I recommend that you switch to that.
If you have another SD card to hand, great. If not, you will need to delete the partitions on the one that you have, before you can reflash it. If you are using a PC, this is what you need to do, before you can reformat it to FAT32:
superuser.com/questions/536813/how-to-delete-a-partition-on-a-usb-drive

Once you have a card ready to go, try this:
To go down the RetrOrangePi route.
www.retrorangepi.org/ - go there and download the OrangePi Lite image. It needs to be unzipped twice to get at the image file. 7z is recommended for the job.
www.etcher.io/ - get this program and use it to flash an SD card with the OrangePi Lite image. A 32gb class 10 is ideal. It's very simple and will take around 20 minutes with verification.
Put the SD card in your RetroEngine Sigma (RES) and power up. It will install and rejig the SD card for use. Once it boots, configure a joypad. The analogue pad is your best bet. Once that's done, go to the RetroPi menu and just set up your wi-fi in there, it's just the same as connecting anything to your home wi-fi. Once that's done, the RES will be discoverable on your computer (It should be listed as Retrorangepi). You may need to add a network location if it doesn't show up immediately. I just added the Roms folder, as a shortcut.
You won't have the bundled software in this build, so it'll all be down to you to copy roms. If you look at the various emulator menus on the RES, they will tell you which folder to put the roms into.
www.picades.com/ - This site has compiled collections of roms for Pi builds, so they should all be fairly compatible. You may have your own roms, but compatibility can be an issue, so I recommend getting their collections for the major consoles. Unzip the packs and dump the contents in full (roms & images folder), into their respective folders on the RES, via your network, directly from your computer. There is also a bios pack that you can download from Picades. Again unzip and copy the contents over in full to the bios folder on the RES. Those collections at Picades will get you started, but you can add your own at any time later to fill in annoying gaps. The content at Picades largely downloads via torrents BTW.
Just a tip, the Mame roms can be put where suggested by Retrorangepi's Mame emulator, but it's as well to just put them in the Arcade folder. The Mame that shows up initially, only displays the games at their original resolution without further fiddling. On my TV that's the top left hand corner of the screen, but the default emulator in Arcade will display them in full screen, and it should be possible to switch to all the other arcade emulators, if a rom requires it.
If you want to copy the games that came with the original SD card, you'll need a usb mouse and the usb SD adapter. On the RES press the start button to get the menu up and select Desktop from the Apps. Unplug your joypad and plug in a mouse. Click the dropdown in the top left of the screen and open the file manager. Find the roms folder (I think it's under Home, or RetroPi. I don't recall offhand). Now plug in the USB adapter with the original RES SD card in and open another window in the file manager (the flash drive will also show up on the desktop as 3 separate removable drives and I think that if you double click on the bottom one, it will open up a window for you that way). Again browse to the roms. I think that all the bundled content can be found in the Arcade, Amiga and PC folders. Just copy them across to the RES and you are done. I wouldn't bother though. A lot of work for very little pay off, especially when you want to get to playing some games.
The vast majority of your time will be taken up downloading the roms, but the initial set up of the RES will be under an hour, and that includes flashing the SD card.

Yeah, let us know how you get on. There's plenty of people put the hours in through hit and miss attempts and I'm sure you can get help if required. As I say, once you have the image file for ROPI, it will take less than an hour to get it working, and a little while to tweak it to your liking. The problem can be dodgy roms, but the Picades collections are mostly good.

If you have a mind to, there's also an OS called Lakka that you can try out that is small and quick to install and will allow you to just have all your roms on a flash drive or SD adapter connected via an OTG cable in the micro USB at the back, rather than have to install them onto the card. There's still a slow bit where it will initially scan the contents and a bit of a learning curve, but in essence, and evenings work can give you a second Retro emulator machine, where all you have to do is switch the SD card over.