In need of help with emulators

I'm new to all this and I want to download an emulator for the Game Gear, I've downloaded the Fusion emulator, but, that's as far as I got. How do I open the file so I can play games using it, also is the procedure going to be the same with emulators for all systems. Thanks for your patience with this old woman and all help will be greatly appreciated

You may need some sort of bios this will alow games to be run with the emuatorhttp://www.rom-world.com/file.php?id=5743Or it might work as ishttp://www.youtube.com/watch?v=qzC8mW-twfY

Wonderful, got it going very easily. Thanks for your help.