It's really easy to connect to the device over SSH. Just open the tiny cloud app and read the directions on the screen. On my macbook I just open terminal, type 'ssh cpi@<ip address>' and the password is also just 'cpi'. There's loads of information on the forums for this as well, but you can start here: https://forum.clockworkpi.com/t/how-to-transfer-files-with-t...

As for creating native games, that's not really the intention with this thing. It's more for running fantasy consoles on or running any of the many included emulators. I use mine to playtest my Pico8 games and play new releases.