Below is a doc on how to setup RetroArch to run Metal Slug 3 and how to setup save states for practicing runs. There is also some stuff on how to use a Steam controller with RetroArch. Since writing this document I changed to using a fightstick rather than a Steam controller but the theory is the same so still relevant.

https://docs.google.com/document/d/16LVhh9DY3vK1OhSnC7kBTNAqODnOzaWeDjzFNMUlLFI/edit?usp=sharing