You're very far off.
All this is taken from the readme, that comes with what you downloaded.
Use the DSMS.EXE program to generate the DS ROM.
Syntax: DSMS MODE INPUT.ROM OUTPUT.NDS
MODE = 0 -> MasterSystem
= 1 -> GameGear
The output .NDS is also converted to .GBA to run with flashcards
So basically, a noobs version would go...
Find your dsms.exe say it's in C:\dsms\
Put the rom that you want to run in that folder as well. For example purposes, and the fact that it's a bad ass game, we're gonna go with theninja.sms
Click start->run-> and type in the little box "cmd"