You load and emulator into your machine, which then makes your PC behave exactly as the original machine did when you pair it with a ROM of the game, eg: loading your Indy Trilogy rom into your emulator, your machine will play it exactly (and I mean exactly) like your old SNES (or whatever machine you are emulating) did.
It is illegal to distrubute the Emulator with ROMS. But ok to distribute either
the emulator or the ROMs on their own.