The files are in .zst format, so they're Zsnes savestates. Rename the file (in your case) FinalFantasy5.zs8 (the .frm isn't used for anything), load up Zsnes, and then use F3 and F4 to pick and load your savestate.

If all else fails, Zophar has a .srm archive too.

http://www.zophar.net/srm/