Emulators are software applications which allow games from one(typically older) platform to be run on a different platform, as in this example running games from the SNES console on the iPhone.
The legality of Emulation often gets called into question but as long as you own both the original hardware and game you should be ok.
To play SNES games on your iPhone.
1) The first thing you need to do is to Jailbreak your iPhone. The instructions for jailbreaking can be found in this article
2) Launch the Cydia App and click on the Search icon in the bottom right hand of the Cydia
3) Enter Snes 9x into the search box and start the search
4) Select the Snes 9x app to view its details and click on install
The Snes9x emulator will now install on your iPhone. Now you need to copy your backup of your Game Rom(s) to your iPhone. The easiest way to do this is by using iPhone Explorer which lets you browse the contents of you iPhone through your computer.
5) Download iPhone Explorer from here
6) Connect your iPhone to your computer by using your USB cable.
7) Launch iPhone Explorer, you should see the contents of your iPhone in a browser like Window.
8 ) Create a folder on your computer called Roms.
9) Copy your Rom files to the Roms Folder that you have created on your computer
10) Drag your Roms Folder into the iPhone Explorer window.
This will copy the Roms folder to your iPhone
You have now installed everything you need to play your SNES games on your iPhone.
When you launch Snes 9X on your iPhone you will be asked to select your Game. Navigate to your Rom and your game will load.
Control for the games is performed by an onscreen virtual joypad which after getting used to works well.