What are emulators and ROMs?

An emulator is an application that simulates another computer system or console using your PC. If you wanted to play Mario 64, for instance, without having to dig out your Nintendo 64 console from the dim, dank recesses of your loft you could use an emulator instead (incidentally the best N64 emulator is UltraHLE) and download the game from the internet. Games which are designed for other platforms, but are played on a PC are known as ROMs and are freely available on the web.

Note that it is illegal to download and use these ROMs unless you own the original cartridges.
Refer to my emulation links post to find out where to download emulators and ROMs.