The best way to install Recallbox if you use windows is download the img and use rufus to burn the image to the ssd.
If you are on Linux, most distros come with an image burner that support img files.
On a side note the above poster mentioned Lakka, which is what i use for the pi´s i own. While for my own taste is better than Recallbox or Retropie, it's also a bit more cumbersome.
Pairing a BT Joystick on Recallbox or Retropie is quite simple, with Lakka for most BT joystick you need use SSH.
Same goes for other functions like Time Zone, no option on Lakka, so you need to set it, using SSH.