Instructions
Connect your Wii to the Internet using an ethernet cable. A wireless Internet adapter may also be used.
Go to the "Wii Shop Channel" tab on the main Wii screen once the console is on. Point the Wii-mote at the tab and press "A" and click on "Start." If this is your first time, agree to the user agreement.
Go to the Start Shopping tab at the bottom of the screen to enter the Wii Shop. Click on the "Virtual Console" tab at the top, left-hand side of the screen to access the Virtual Console's list of games.
Make sure you have Wii Points to spend on any games you wish to download. These points can be purchased at several game retailers, or you can get them in the Wii Shop by clicking on the "Add Wii Points" button.
Navigate the Virtual Console to see lists of every game you can download and play on the console. The list includes classic NES, Super NES, Nintendo 64, and TurboGrafx games and is constantly growing.