Apple2Mac supports connecting a USB joystick (including "gamepad" devices) to your Mac to allow you to experience emulated games as they were intended back in the day. If you do not have a joystick or gamepad you can configure arrow/keypad keys on your keyboard to serve as a joystick.
If Apple2Mac fails to recognize your joystick device in the configuration/calibration menu, you may need to toggle a switch on the device. Most modern joysticks have a switch for analog (X) or digital (D) mode. You may need to toggle to the other setting and plug it into your Mac again.
If you do not have a physical joystick device, choose "Keypad Emulation" in the joystick preferences window. This will enable you to use your keyboard (arrow keys, and the arrows on the keypad) to be the movement keys. Alt-left and Alt-right keys are joystick button 1 and button 2 (just like the original Open-Apple and Closed-Apple keys on an actually Apple //e computer).
Emulating a joystick device with the arrow keys or on the keypad can be problematic. Because arrow keys themselves are often used by games when you choose to play in "keyboard mode", an emulated joystick setting can interfere with games. If you suspect interference, change the joystick selection in your preferences to a device joystick setting.
Ultimately you may find that some games will just not play very well with the emulated Joystick. You may want to bite the bullet and purchase something ;-)