Various software and tools are required to compile Snes9x on Windows:

NOTE: Unicode support requires a special zlib build - see the end of the zlib entry

- The current official binary is compiled with Visual Studio 2017, you'll have to create
  your own project file for earlier MSVC versions. VS2017 will automatically ask to install
  the correct Windows SDK Version (7.1A)

- A recent DirectX SDK..
  https://www.microsoft.com/en-us/download/details.aspx?id=23549

- The following modules can all be downloaded automatically by using:
      git submodule update --init
  in the cloned Snes9x git directory, or by using git GUI tools to do the same.
  This is the recommended method of installing these dependencies.

    * DirectXMath. The source files should reside in win32/DirectXMath

    * zlib (optional, ZLIB define, enabled by default) - the default solution includes a zlib
      project that builds appropriately (force includes _tfwopen.h for unicode support in s9x).
      The zlib source files should reside in win32/zlib/src

    * libpng (optional, HAVE_LIBPNG define, enabled by default) - the default solution includes
      a libpng project that builds appropriately.
      The libpng source files should reside in win32/libpng/src

    * glslang (optional, USE_SLANG define, enabled by default) - the default solution includes
      a series of projects encompassing glslang that build appropriately.
      The glslang source files should reside in win32/glslang/src
      USE_SLANG also requires SPIRV-Cross, which should be placed in shaders/SPIRV-Cross

- To compile Snes9x:
    Start up VS2017.
    Load the Snes9x solution.
    Select the desired configuration and build.
    The Release configuration may build significantly slower than Debug.
    Then you can run it.