An Emulator is a program on a computer that is used in conjunction with a rom file to play a game that was manufactured for a different system. For example a Super Nintendo emulator can be used to play a Super Metroid rom on a computer. Please see the tutorials below for more information regarding emulators.
See also:
How to add an emulator to a console
How to add an existing emulator to another console
How to play games that run natively on an operating system and do not require an emulator