Cartridge-Folders
bsnes will allow you to treat folders as "complete cartridges." Think of Mac OS X's ".app" bundles. They are really folders with many individual files, but they appear to be a single file that acts as a program. bsnes works similarly.
Folders ending in ".sfc" act as cartridge folders. Upon double-clicking them, bsnes will load them directly, so that you don't need to go inside the folder to load the ROM file. Further, all related data for this game: save RAM, RTC data, cheat codes, save states, etc; will be saved right into this folder. When you want to move your game to another PC, simply copy the whole folder along with you. All of your saved information will go with it, just like a real cartridge!