Roms and emulators were created as backups to game artridges so if you do not have the original game, rom's are illegal after 24 hours. Use these at your own risk and if you get in trouble, that's your problem.
To play roms, do the following:
Download a rom
Download the corresponding emulator (exp:snes game, snes emulator)
Unzip both files to the same folder
Drag the rom over the emulator
Have fun (at your own risk)