Do I need to extract the NewerSMB file after downloading it? When I try to run the zip file a window titled "Choose File in Zip Archive Archive" pops up with a list of random files. Please help

For v0.9.11 of DeSmuME which option for windows would work for this game, or will they all work?

low% in misc?

I tried DeSmeME and it's not working. It says i need to make sure I have Dynamic Recompilation checked. Where is that option?

What emulators run this?

I have no knowledge on emulators