Simpler then you could possibly imagine
1)Just download the homebrew or emulator of choice.
2)Get the folder that the EBOOT.PBP file resides in.
3)Take that folder and put it in the GAME folder.
note: If it has a 2 files, one with a "%" at the end (example: NES__ and NES__%)place both those files in the GAME folder. They may not work if you have a slim.