Step 1:
Download DeSmuME. It's a pretty well-known software you can use to run ROMs on any system
https://desmume.org/download/
Step 2:
Find a ROM. I recommend Emuparadise or some other trusted site for them.
I got my download for Pokemon HG from
https://www.romsgames.net/nintendo-ds-rom-pokemon-heartgold-version/
Step 3:
Unzip your files. If you start up DeSmuME go select File->Load ROM-> Grab the file of the .ROM you want. make sure you unzip them first.
Be careful with saving, you might accidentally lose all your progress