You will be able to play if the ROM is from your Nintendo 3DS’/2DS’ region. So if you bought your Nintendo in Europe, you can’t download an USA version. Also, it’s important to keep in mind that you will need a “.3DS” file in order to play Pokémon Sun/Moon on your Sky3DS+. That’s because “.CIA” files do not work with Sky3DS(+) since they are eshop files and not cartridge files.
I googled and couldn’t really find anything besides 2 threads plus this one of some people saying it needs an update. It must be true because on my sky3ds plus when I scroll through my games it cycles through every one except an empty space no pic or anthing where I am guessing the game should be.