Before trying to set up an emulator on your own, try checking out the Emulators page to see if someone has created a working configuration for you. If not, then you can follow the steps below to try configuring it yourself.
To set up a console, there are three bits of information you need
[*NAME*] nickname=*NICKNAME* emulator=*EMULATOR NAME*where you replace anything surrounded by *'s with what you determined above. For example, if I was doing 'Nintendo Entertainment System', with nickname 'NES' and emulator 'Nestopia' (which is already set up in emulators.txt), the entry would look like this:
[Nintendo Entertainment System] nickname=NES emulator=Nestopia
This is a common issue with bsnes and certain ROMs ( normally .smc files. To fix this, you can either download the same ROM in a different format, or use SNESPurify to turn the .smc file into a .sfc file. Alternatively, you can switch to an emulator other than bsnes.
If you aren't using bsnes or are using a non-smc file and are still having this issue, please post a Github Issue
You don't. Downloading commercial ROMs is illegal. The only legal way to get ROMs it to dump them from a game cartidge that you own. I won't go into detail on how to do that though, as a quick google search should turn up plenty of guides written by people much more qualified than myself.