I have no idea which emulator they provide here, but I can tell you how to use the command prompt. Just go to the start menu, click on "run" then type command in the text field. Then hit enter. After that you have to navigate to the directory that the emulator is in. Let's say it's in C:\program files\emulators\NES. To get there you have to start out in the root directory (C:\ with nothing following it). If it starts you out someplace weird just type cd.. until you're in the root directory. From there type the following

cd\program files
enter
cd\emulators
enter
cd\NES
enter

Then you'll be in the right directory. From here, run the executable. Let's say it's NESticle, to run it just type nesticle.exe and it will get started. Since you're already in the command prompt it will just display the message without closing the window. Probably you just need to type something like nesticle.exe ff1us.nes but if that doesn't do it, please please please please PLEASE try to read the documentation.