That directory you linked to belongs to a previous version of the project.

As long as your files have a .gb (gameboy) or a .nes extension, you should be able to start playing them by double clicking them. You just need to drag n' drop whatever rom files you have onto the desktop. For controls, you should be able to use a USB gamepad, or the keys: w, a, s, d, ., /, space and enter.