You need to read the information/description which comes from the program to se how it can "start". If it can be started from the commandline then the help text should explain (or provide an example) of how to start it with any available commandline options as well.
Most emulators can be started from the commandline though
I am surprised you started with Mamewah as a frontend though since most people believe using a more user-friendly frontend like Mala, AtomicFE, etc... is much easier to use by a newbie. There is no need to edit INI files, create directories, etc...