Welcome to the site. I'm new to the site aswell but have been playing with emulators for a while now.
First thing read the rules of the site because almost everyone makes the same mistakes when just starting on this forum and by reading the rules hopefully you's won't.
Ok to your problems - An emulator is needed to play roms just like a console is needed to play games and exactly like playstation games need a playstation console, playstation roms need a playstation emulator. With me so far?
There are lot's of emulators out there and you may need to try a couple to find which works best with your computer, personally I use ePSXe for playstation, Snes9X for Super Nintendo and Speculator for Spectrum. Emulators can be found easily through Google and are mostly free and legeal.
Roms on the other hand are harder to come by. A rom is basicly a copy of a game that can be stored on a PC. As a result the sharing of roms is illeagle hence why you will not be told by anyone on almost any forum where to find them. A bugger I know. However all is not lost, they do exist and there is thousands of them on the net and Google-ing for them is a great place to start.
So once you have downloaded your emulator and your rom you then run the emulator and go to the menu and select 'open rom' or something similar and select the rom you have. If it doesn't work you should play with the settings of the emulator you have and keep trying. If it still doesn't work try a different emulator. If it still doesn't work try Google.
God I love Google, the answer to all lifes problems.
Anyways hope this helped.