Is it okay to use emulators such as Dolphin to run? I want to start running this game.

Yes absolutely! I run on GCN but have played a bunch on dolphin, i found that it has some minor graphical glitches (doors in the first world and a lot of trees render weirdly) and audio glitches (pausing the game tends to unleash an endless stream of sound effects) but it is, as far as i know, exactly the same gameplay-wise.