Download the emulator for your operating system. 2. Download the ROMs you want to play and extract them into a folder on your computer's hard drive. 3. Open the emulator software and load up the ROM files by clicking File > Load Game or pressing Ctrl + O on Windows and Cmd + O on Mac. 4. Once they're loaded, click File > Save to save your game so you can keep playing it after you restart your computer, or create a shortcut of the game from within the emulator itself and set up keyboard shortcuts for quick loading.