IIRC that'd be another can of worms entirely since DeSmuME keeps the save file inside the ROM as it was supposed to happen in a DS, your best option now to find a way to inject that save into the ROM you're trying to play. Since I have never done this before, and this is problably awful advice perhaps you could use a ROM editor like CrystalTile2 to replace the save file inside the ROM with the one you extracted, but keep in mind that this could break your ROM if you're not careful with it.
Also, are you running the game from a ROM in your 3ds or a DS cartridge?