Ok, on second thought, maybe it's easier to just talk about it.
First, you need the Kickstart ROM file. I can e-mail you that if you don't have it, it's hard to find on the Internet.
Next, find the games you want in .adf format, which are basically floppy disk images. Although that does mean there's this annoying bit of load time to deal with when you play the game, it does make life easier then trying to install games into a simulated hard drive volume.
Now, you need to create a configuration file to specify the appropriate settings. Most importantly, the configuration file is where you specified which floppy disk images goes into which disk drive, and what ROM to use, etc:
1) Go to "ROM" on the tree view at the left, then under "Boot-ROM Settings" on the right, for "ROM File", point it to where you have the file for the Kickstart ROM
2) Now go to "Disk Drives" on the tree view at the left. You see that on the right side, you have a choice of up to 4 floppy drives. Some may be "disabled" meaning that the emulator treats those drives as not being there.
For Lemmings, it should come on two floppies, likely named something like "Lemmings Disk 1 of 2.adf" and "Lemmings Disk 2 of 2.adf". Set DF0 to 3.5" DD, then point it to the "...Disk 1 of 2.adf" file. Set DF1 to 3.5"" DD, then point it to the "...Disk 2 of 2.adf" file. Set DF2 and DF3 to "disabled".
For ONML, it should come on 1 floppy, likely named "On No! More Lemmings.adf". Set DF0 to 3.5" DD and point it to the .adf file. Set the other 3 drives as disabled.
For Lemmings 2, it should come on 3 floppies, named "Lemmings2_1.adf", "Lemmings2_2.adf" and "Lemmings2_3.adf". Set DF0 thru DF2 to 3.5" DD and point each to the corresponding .adf file. You will also want to create a "blank floppy" .adf file for storing savegames for Lemmings 2. To do this, go to where it says "New Disk Image". Set it to 3.5" DD, then click on "Create Standard Floppy". You will then be prompted for a filename for the resulting .adf file.
Once the .adf file is created, set DF3 to 3.5" DD and leave it blank for now. What happens is, while running the game, if you try to load the game will prompt you to "insert your save disk in drive 0". To do that, press F12 to bring up the config screen again, go to "Disk Drives", and then switch DF0 to point to the save disk .adf you created earlier, and set DF3 to point to Lemmings2_1.adf instead. You can leave it that way for the rest of the game. Click OK to get back to the game.
============
Anyway, once you made the settings as explained above, you should save the configuration. You should create a configuration for each game. To save the configuration, click "Configuration" at the tree view on the left, then type a name for it under "Name:", and then click "Save".
With a configuration saved for each game, later when you need to run a particular game, you can just load the configuration for that game, instead of having to redo all these settings again.
There are many other settings you can fiddle with on the config window, although I don't remember having to fiddle anything to get the 3 games I had (Lemmings, ONML and Lemmings 2) running. In worst case I can e-mail you my config files, although you then need to make sure to visit the ROM and Disk Drive section of the configuration and make sure they point to the files in the location you saved them on your machine (which of course may differ from where I choose to save them).
Let me note that if you need savestates, you can deal with them via the configuration window. Commands for loading and saving savestates can be found if you select "Misc" from the tree view on the left.
Hope this helps, don't hesitate to ask questions if you're stuck.
