just burn the iso, you need a modchip or maybe pseudosaturn then try the emulator.
here is the previous readme :
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Final Burn Alpha Saturn
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FB Alpha by Barry (http://www.barryharris.me.uk/index.php)
Original Final Burn by Dave (http://www.finalburn.com/)
SATURN support by VBT
Source and Windows Binary: http://www.barryharris.me.uk/fba.php
SATURN CONTROLS:
Directional: these are mapped to the arrow keys.
A : mapped to the button 1.
B : mapped to the button 2.
C : mapped to the button 3.
X : mapped to the button 4.
Y : mapped to the button 5.
Z : mapped to the button 6.
L : mapped to the button Coin 1.
R : mapped to the button Coin 2.
Start: mapped to the button Start.
A+B+C+Start : return to the game menu
X+Y+Z+Start : reset the Saturn