If you already know how to ftp to your xbox it's simple just put all the folders and files under you e://apps (f://apps if you put in a new hard drive). anyway just put your roms in the rom directory for whatever emulator they're for. Then just load up the emulator from your dashboard(most people use Evox) under apps under the launch menu. Then your all set. Of course I'm speculating that you already have a modchip or exploit installed with dashboard on your xbox, if not then i suggest you do some reading.
Well...I COULD have said that and it's right on. But, you have to chose either MameX or MameOX and my favorite KawaX. But, anyway, yes...once you put it on your desktop or wherever you put it you then must put your games in the rom folder.