There are literally dozens of emulators spread over just about every gaming system that's ever been released so your question is a bit broad.
You'll find most emulators other than Mame are currently set up to run on 32 Bit Windows (mame has a seperate 64 bit version) so might need to run them in a 32 bit mode if thats available on a 64 bit OS or look around to see if anyone has produced 64 bit builds for any of them.
This site hosts or links just about all the most popular emulators for the most popular systems. In most cases when you are starting out the best thing is to download a few for each system you want to emulate and see which one you like best. Then if you have problems you can ask specific questions for support on that emulator.
Most emulators use similar tools in terms of setup. In most cases you will want to create a folder called 'roms' in the folder you extract the emulator program files to and put any game roms into that folder.
When you start the emulator you can use the toolbars in the emulator window to set up the paths to your rom folder and any bios or plugin folders if it uses them.
Your 360 pad should work with most emulators. If it doesn't work with a particular one you want to use then google and download either Joy2Key or Xpadder. These are both apps that convert your joypad inputs into keyboard keys which you can then map into the emulators controller config.
Usual terms to look for in the toolbars include:
Input/Controller/Gamepad - usually where you will setup and redefine the controls for your gamepad
Paths - Where you will tell the emulator where to find the folders with your roms, bios, plugins and/or game save files.
Video - Self explanatory Video options
Sound - see above
Options - One or all of the above are often found under the options heading.
File - usually the menu you select to load a rom once you've setup your emulator.
Hope that helps.


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