How to Use an Emulator
An emulator is a computer program attempts to make one computer system work like another by translating or interpreting the computer code of the system being emulated so that it runs in the same manner on the foreign system running the emulator.
As an example, older electronic games had programs on Read Only Memory (ROM) chips and those programs were run by special software in the game controller when you plugged the game cartridge in. Someone might have copied that ROM code to an image file of the ROM. An emulator might read that ROM image and use it to control a display under Windows so that the game could be played by the Windows user without using the original game controller. In other cases, the emulator might read a game CD-ROM disc in a computer and play the game without the game hardware.
Is this legal?
There are many ROM images floating around the Internet but not all of them are legal copies of the ROMs they came from. Some older game makers have given permission to use the ROMs; many have not. FILExt cannot advise you which is which; please don't bother to ask. Also, please don't ask where to get game image files; FILExt doesn't know, doesn't have any, and won't provide any. Messages that ask for them on the FILExt discussion forum will be deleted without comment. It's up to you to determine legality of any disc or ROM images you might have.
Where do you get emulators?
Again, there are many places on the Internet. One, however, seems to have a good collection of many different emulator types so you might start here...
Once you get an emulator and image ROM files there are two different possible ways to use them.
In one case the emulator will be GUI-based. With that type of emulator all you have to generally do is double click on the EXE file and load the game ROM image.
The other case involves emulators that run at the command prompt (generally MS-DOS emulators instead of Windows emulators). With those you generally have to drop to a command prompt and issue a command similar to...
...and then run the game in the command prompt window in DOS mode.
Some older DOS programs may not run under Windows 98 or later because they will attempt to write directly to the disk, bypassing the operating system; something Windows 98 and later does not allow. Basically, you are going to have to study any instructions that came with the emulator. These, if available, are usually in a README.TXT file or a file ending in .DOC; however in this case the .DOC file is more likely a plain text file and not a Word file.
Game ROM images can come in a number of different file types. Often they are .BIN but can also be .NES and others.
Another site to look at contains a nice summary for emulator users...
If you want technical details, check the Wikipedia entry for emulators...