1) Save the Pokemon ROM to your computer in a location your remember.
2) Once its downloaded you need to download 7-zip
or 7-zip portable
3) Install that and use it to unzip the downloaded Pokemon ROM from the location you were supposed to remember
4) Open your emulator and go to file --> Open (or something like that)
5) Then you need to find/browse to the place where you unzipped the rom to and open it
6) BAM - Game should load up
Let us know if you have anymore trouble