If you haven't been scared off yet, you'll be pleased to learn that the emulator runs out of the gate almost as simply as any other. Download the app, unzip the package, open the program, and the first thing you'll need to do is give the emulator a CD drive to read from. This option appears on the first tab of the Options menu (which, thankfully, is entirely in English) under 'CD Drive'. Because SSF is a rather literal-minded emulator, you don't open a ROM or anything similarly straightforward; instead, choose Reset from the Hardware menu after mock-inserting (that is, pointing it toward) a CD.
Burning the actual game CDs won't make things any easier. The process requires decade-old freeware tools that may no longer exist on the Internet, and it's so complex that you may decide that you don't really want to try Panzer Dragoon Saga after all. If you have original discs, more power to you; the emulator will read them without a fuss.
Fortunately-ish, the author has been kind enough to let you configure more of the technical aspects of the emulation than any human being apart from himself and three guys who left Sega a decade ago could possibly understand. To avoid having to think too much about this, you'll want to use the 'EZ Setting' tab on the options menu (to the far right), which provides a handful of configuration presets. If games are running too slowly (which they seem to do quite at random, independent of your system specs), select low compatibility for a speedup; if they're crashing, choose high compatibility (avoid 'very high', as it's prohibitively slow).