Well, the game itself is held in a single file, technically... I wouldn't think inserting a game into the 'game' would be much harder than making an emulator for the DS that runs those games....
Yeah, but the rpg maker games for the PC that people create are usually .exe files. I forgot if you can make them into any other types, haven't used RPG Maker for the PC in a long time. Plus i think a lot is different between the PC and DS versions, tiles, the battle system slightly, probably the way maps are handed, switches maybe, etc. Then there is also the fact that the DS version uses .sav files, so you would need to find a way to put the PC game into the DS save file. I don't really think it would work.
Actually, the PC version uses .rgss files. The .exe files are for people without RPG Maker. But this makes me sad. Now I'll have to find a version of Yume Nikki made on RPG Tsukuru DS.