Click the link to download your appropriate version (Windows x64 or Mac OS X), then open the downloaded file and follow the on-screen instructions to complete the installation. After the software completely installs, you can continue to the next steps. However, you have the option to run Dolphin Emulator when the installation is complete, so you can go to File > Open and skip the rest of these steps. If you rather move these files to your Wii, you’ll need to use an SD card.