The first step is to gather the material.
Nintendo ES ROM Reader
Nintendo ES ROMS (I recommend Super Mario Bros.)
Computer, of course.
Windows Compatible Joystick or Controller (Optional)
Step 1: Okay, lets get started.
When you open up the Nintendo ES (NES) Rom Reader, it should be a small black window. Maximize it, then go to File > Open in the Top Left Corner.
Select your ROM. I chose Super Mario Brothers, as it was the best Video Game around back then.
When you load the ROM, press the Alt and Enter keys at the same time. This will enable Arcade, or, "Fullscreen" mode.