Hacking Homebrew ROM Hack Emulation how do I play homebrews that need data files to work

[DSgodman]

normally on my DSI homebrews that for example: futuracer
you need a folder with some data stuff for it to work, so i just put the folder where the nds is so it works and it does....

but with emulators like DeSuMuMe you can't load the folders as well, just the NDS

please help!