MAME (Multiple Arcade Machine Emulator) is an emulator application designed to recreate the hardware of arcade game systems in software; naturally over the program that is free you need various games made by ROMs (generally they are copyright protected).
You can download the source file (in C) and compiled binaries (32 eand 64 bit O.S. versions), you must choose the proper compiled version.
The program is launched from DOS console with command MAME, naturally you must specify the ROM name once you have placed it in the right folder (directly the uncompressed zip file) inside the folder “roms” where you find the MAME, you type “MAME romgamename” and the ROM game will be loaded.
To easily load ROMs there are some Frontend (graphic interfaces for MAME), most common in Windows are MameUI (both 32 and 64 bit) and Mame Plus! (both 32 and 64 bit), with my preference for the first because very easy to use.