We need the emulator, at least one of the 5 known BIOS Versions (US, JAP, EXPORT, KOR, AUS) as well as a ROM-File, which has to be in a special format. This format is known as lst (LST). You can try finding ROMS via SNK-Neofighters . The site isnt english but im pretty sure you will get the idea fast. The BIOS-File should be found there too. If not feel free to use Google! Now its time to get the Emulator via this Link. Download it and install the Emulator, then put the BIOS you want to use (mostly you will need the JAP one) in the "data" folder of the emulator. With a simple click on the Exe of the Emulator we start the emulation. Now its time to select the ROM-File. To do this click on File -> Normal Boot and there will be an Explorer Window opened up, where you can select the ROM of your choice.Check the images as well to feel guided! (images got german messages on it, dont be scared!)
Once its working it should really looks like this and its gonna make you very happy too:
