To use a ROM (Read Only Memory) File, you need to use an Emulator. I would recommend ZSNES for Super Nintendo (SNES). Most consoles (games systems) have their own type of emulators, thus be sure you have the right type. To use an emulator, usually you run it like a regular program, although there are some out-there without a GUI (Graphic User Interface), in which you may have to drag the ROM onto the emulator file to use. 
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SNES ROMs

The most common types of SNES ROMs have the following extensions .smc, .sfc, swc, .058, .078, .fig .usa. jap and .1 . Usually if it has a .1 extension it will usually have multiple files with it (.2, .3, .4, etc.), just be sure to keep them with the same name and in the same directory in order to use them.