The character you see there is not Roy, but in fact his father (can't remember the name at the moment).
This game occurs before the events of Sword of Seals, where Roy makes his apperance, respectively.
For Sword of Seals, I'm not too familair of what happens there. I would think the plot follows what is mentioned in Roy's profile in SSBM, but again, I'm not entirely sure.
And lastly, I don't think there are any games that work exclusively on the GBA SP... I mean, the SP and the classic GBA are pretty much the same, sans the size, the rechargable battery, and the side lighted screen. But I digress.
Anyways... *hopes this FE does well so other FEs will follow*