The stable version of the program has 10 save game position slots (savestate), these are numbered as 0 - 9, which you can use to save your gameplay at any moment without relying on the in-game save system. Your recently accessed games are listed under the file menu.
The emulator supports SFC files, but it can also open ZIP archives that contain the game files. Click on File > Load game and select the game that you want to play.
The interface is nice and simple, use the menubars to select various options. It is a portable application, and comes in 32-bit and 64-bit versions.