EDIT: Oh no, I launched RetroArch and stupidly chose 'reset to defaults' on the config file settings and now all of RetroArch is broken. A new RetroArch update is aimed at making the Steam version of the emulation front-end better, with a particular eye toward Steam Deck improvements.
Edit- found it in Task Manager and was able to close RetroArch. Ensure that you have placed the BIOS file (s) in the correct location.
So I downloaded and installed emudeck, added some bios and keys where needed, got roms in specific folders, and ran the installer that indeed downloaded covers and gave a nifty install cover in the steam deck software.
Retroarch steam deck Copying files and folders to your PC or onto Steam Deck #.