Hi bizmoan,
You can add files to the SDcard but it's a Linux system, not so easy if you don't know or through the network (if your Recalbox is linked to your home's network) but it can be slow.
The best way (and the safest) is to have Recalbox system on the SDcard and USB key with data. You will just have to plug the key into your computer to add roms.
Have a look at the Wiki : https://github.com/recalbox/recalbox-os/wiki/Mini-How-To-(EN) you' will find a lot of explanations.