If you have a way to play iso files like a disc emulator it’s easy. I’ve used GDEmu myself but there are several. Most of those require hardware modifications (except DreamShell which should work, but I haven’t tested it myself). Most Dreamcasts will also play it if you burn it to a disc.
Thanks for posting here! I mean to update this to parity with the final NES version, so this is an good reminder.