Lynx games can also be played, although illegally, by means of an Emulator called Handy. Handy can be downloaded for systems such as a standard PC and the Game Park Holdings GP2x handheld systems. Seen here is Handy running on the GP2X F-200.
The actual games are downloaded as seperate files called ROM's. You can also find homebrew games and demos available for download which makes Handy even more appealing to the Lynx fan.
This information is courtesy of Lee Chapman, the admin of the Atari Lynx Fans group.