download the zsnes_src.tar.gz or whatever its called and extract it's contents to you home folder or tmp folder or wherever
then open up your terminal and cd (change directory) to where you extracted
then type
this will configure the package for your system
when thats finished and it gives no errors, type
this will build the binaries from source
then when thats finished, type
this switches to the root user
and you will enter your root password when prompted
then type
to copy the binaries and whatever other files to where they are to be installed on the system
then type
to play
you can delete the /tmp/zsnes_src folder or leave it there if you want to uninstall with
hope that makes sense