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Emulators are a software emulating another computer. For example, an NES emulator is a software that is ran on a desktop PC to look like the NES (Nintendo Entertainment System), whereas you can play NES titles (Cartridges emulated as ROMs) using your keyboard or a controller for the NES controller.

However, emulators are not just for other computers. Technically, an emulator is a piece of software that allows foreign (different language or setup) hardware or software to interact with the current system. The NES example is a good one. An example with software is like installing windows software on linux. It cannot be done due to language conflicts. An emulator solves this problem.

The BIOS for the NES/Famicom is not legally redistributable. In order to legally obtain a copy, you must dump the BIOS from your console yourself. Most NES/Famicom emulators use low-level emulation and thus do not need a copy of the BIOS.

If you're talking about the console game emulators, then you'll have to download them onto your computer from different sites such as theemulatorzone.com or u can use Google to search "NES, SNES, N64, GBA, NDS, etc. emulators". Hope this helps! =D