if you mean on emulator you download the file from coolroms.com,after you download this you open visual boy advance go to file after go to open file and you will find the file you have downloaded click on it and play.
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you must comfigure the controls on the vba not game..as there is no diff key set
i don't like Pokemon
If you are using an emulator like VBA to play Pokemon Fire Red then you do not save as you normally do. You save using the emulator controls.
For VBA what I did sucked but worked. I deleted my VBA and all my games, made a new VBA and then, before i downloaded a game rom(this is important make sure you do this before downloading pokemon) I went to options save type I put Flash and Flash128k or something like that and i also put in RTC. then I downloaded the game
128k, go to emulator>savetype>128k