A little history lesson
The C64 is a simple computer that would be attached to a TV. The casing contained the full computer and the keyboard. Programs could be loaded from tape, disk or a cartridge. Two joystick ports were available to attach joysticks, mouses, etc.
The emulators need to stick to the media types. Which is obviously accurate, but inconvenient for the end user, since different media need to be accessed differently. For every media type there's a emulator file format. For disk most commonly used is .d64, for tape .tap or .t64, for cartridge .crt.
Now the files from this tutorial are always delivered via .prg. What's that? It's a special emulator format for a raw file. It only contains the start/load address (2 bytes) and the data. All emulators I encountered are able to handle this format.
Which emulators to use?
There are a few emulators out there, pretty much all of them are accurate enough for the simple things I'm doing. I usually recommend VICE (WinVICE) since it has a consistent UI. Other known emulators are CCS64, Micro64, C64Emu.
AFAIK all of them allow a simple drag/drop of the media file onto the window.
What to look out for?
Remember the two joystick ports? Emulators allow to use different entry devices as joystick replacement. Simplest way would be a gamepad or real joystick connected to the PC. Usually you can also assign keys as the joystick. This is most cases overlaps with otherwise used keys, so take that into account.
Also, some games prefer a joystick in port 1, others in port 2 (I do the latter). You may have to swap the used joystick port via the emulator.
1) Download an emulator of your choice.
2) Configure joystick for port 2
3) Drag jmain.prg file on emulator window