Instructions
Download the Visual Boy Advance emulator for free from a website such as Emulator-zone.com.
Download any Gameboy Color ROMs you want from websites such as Romhustler.com and Coolrom.com Both have plenty of Gameboy Color ROMs available for free download.
Turn on Visual Boy Advance and select the ROM you want to play. You will be brought to the start up menu screen.
Select the "File" tab and scroll down to the "Open" option and select it. This will automatically take you to the ROM folder and display all of the ROMs you have downloaded. Double click on the ROM that you want to play and Visual Boy will start that game up for you.