Use the search button, it is your best friend. You can find many answers just by using it... There are many tutorials out there, you just gotta find them. Start here: http://forums.afterdawn.com/thread_view.cfm/213943 Hope it helps. EDIT: That tells you how to FTP, not specifically were to place the emulators.
Your 'box will have to be modded, if you aren't familiar with FTP'ing things.... I'm going to be really honest; you'll probably need someone to either softmod it for you, or install a chip for you. I'm not trying to be mean; but it's clear that the process is going to be above your current skill level. Especially if you want one of the nicer looking and easier to use setups...
It is much easier to mod your Xbox using SID 4.0 (my opinion). You will need Action Replay, and Splinter Cell, James Bond Agent Under Fire, or Mechasult. None of these games can be platinum hits. Here is the tutorial (FOLLOW THIS EXACTLY): Softmod Xbox using SID 4.0. You can also access Xbox Live
