Simply download the Zip archive release for Windows from the link above, extract the archive to a directory, then double-click on xemu.exe.
Also BIOS files are needed.
https://xemu.app/docs/required-files/
| Filename | Type | Size |
|---|---|---|
| xemu Emulator | Windows | 11.15 M |
| xemu Emulator | MacOS | 19 M |