Lot's of misinformation here.
1) GLES1 is NOT emulated. It is implemented natively and wrapped in java classes using the JNI (Java Native Interface). Note that there is some MAJOR overhead in each JNI call, so using the wrapper classes is completely unadvised, even by Google themselves. If you are planning to use OpenGL in any form, I strongly advise to go with a completely native approach, or at least handle all of your rendering natively and minimize the number of JNI calls as much as possible.
2) GLES, whether version 1 or 2, IS emulated in the emulators, so testing any kind of hardware accelerated game on an emulator is ill advised.
3) AndEngine makes use of the wrapper methods I shunned earlier, so of course, it's going to be relatively slow. How well this is optimized, I am not sure as I haven't looked at the code in detail, so it might be implemented in a way that makes it fast enough for you.
With that said, AndEngine is just a jar file that you add to the classpath of your game project in eclipse (or w/e IDE you are using). You might need to compile the AndEngine jar yourself, I am not sure.