Ownership has nothing to do with it. Nintendo never supplied a licence to use their games in rom format with a PC so its still a breach of copyright. Howevr we can give as much support as you need getting the emulator up and running, just not locations of how or where to download game roms (its illegal and can cause the site all sorts of problems).
Your best bet would be to try something like zsnes or snes9x both downloadable from the sites main pages.
Once you have sourced any game roms you simply open the emulator, use the menu to browse to the folder/directory you've put the roms into and double click the one you want to run.
If you're having issues with the emulator not running correctly post back your system specs and what problem or fault is occuring.