As far as I read, Sonic Adventure 2 was supposed to connect with Sonic the Hedgehog: Pocket Adventure, but that never happened.
The games that are compatible with the cable are:
Dreamcast:
Bikkuriman 2000 Viva! Festival!
Capcom vs. SNK: Millennium Fight 2000
Capcom vs. SNK 2: Millionaire Fighting 2001
Cool Cool Toon
The King of Fighters: Evolution
The King of Fighters Dream Match '99
Neo Geo Pocket
Bikkuriman 2000 Viva! Pocket Festival!
Cool Cool Jam
King of Fighters: Battle de Paradise
King of Fighters R-2
SNK vs. Capcom: Card Fighters
SNK vs. Capcom: Card Fighters 2 Expand Edition
SNK vs. Capcom: The Match of the Millennium