How does WINUAE work??

[Wessel]

Can somebody please tell me how WINUAE works?
I've downloaded the program and also a kickstart rom file, but what do I have to do now?
I really would like to play the old game 'Bandit Kings of Ancient China'.
I already have the exe-file of this game, but I can't see the different colors....
Also, some buttons do not work very well in fight mode.

Thank you very much