@smilocrypto Hello!
I'm not sure if I could understand your doubts, but from what I understood:

You do not know how to stop Emulationstation You want to use a pendrive to store the ROMS, OR, Do you want to run the Recalbox entirely by a pendrive You can not run the PSX games.

Since these are your doubts, what can I try to help you with:

It is possible to stop Emulationstation directly from the web manager, I'm not sure of the correct path now, but search for a "Stop Emulationstation" option, and there is the option to start or restart as well. Another option is to do this directly on the computer, I do not remember now if you just need to press F4 or CTRl + F4, but it's something like that. When stopping the Emulationstation, the screen will turn black, but the recalbox keeps working, do not get confused. It is possible to install the recalbox direct in the HD, like main system, but also it is possible to install to turn totally via Pendrive, as it prefers. But, it is possible, for example, to install the system in the HD, and some ROMS in a pen drive, and make the Recalbox read the ROMS by the pen drive. This option is in the manual, at the link: https://github.com/recalbox/recalbox-os/wiki/Use-an-external-usb-storage-device-on-recalbox-(EN) (the first part of tutorial is optional, as you can see) Only these extensions are accepted: ".iso / .img / .bin / .pbp", in addition, you need to have the BIOS properly inserted in the BIOS folder. If none of this is a problem, you can try changing the emulator / emulation core to test. And there is the possibility that the problem being your notebook does not meet the minimum requirements for the emulator to work.

But other options for moving the ROMS to Recalbox are:
Use WINSCP (https://github.com/recalbox/recalbox-os/wiki/Network-access-with-WinSCP-(EN))
I think in the PC version it is possible to access a kind of file explorer by pressing F1 (I'm not sure, I use the RPi version, but I've seen it in a video)
If you are trying for the cell phone, another option is to use the program Es file Explorer on android, open the app and go to Network, Search, and you should find the recalbox and be able to transfer the roms bigger than 256mb.

Ecoute je te remercie beaucoup de tes réponses! ça fait plaisir. Je regarde tout ça et j'mets en [résolu] quand tout est ok! Merci!

Overlay won't work for Mame on Recalbox for the moment

Salut Faman74. Les formats reconnues sont .bin, .cue et iso. Autant dire les formats claissique que tu trouve sur le web. Si ton jeux ne se lance pas, c'est surement que ton bios n'est pas bon... regarde avec un autre bios. C'est souvent bios pas aussi facile que ça a trouvé dans sa bonne version sur la toile ^^. Tu peux aussi tester des classiques psx comme ff VII, spiro voir jacky chan que j'ai découvert mais qui est très sympa je trouve. Pour ma part j'ai 30 jeux environs qui tournent très bien. Si tu as un titre en particulier, je peux l'essayer de mon coté pour confirmer le soucis. Regarde le md5 de ton fichier bios. https://github.com/digitalLumberjack/recalbox-os/wiki/Ajoutez-des-bios-(FR) Pour vérifier un md5, tu peux toujours faire une recherche google. ;). Tiens nous au courant.