The emulator is not real, and you don't need any smc files.
Just try to load ROM and the game will start by itself. You only need the exe-file.
You're right the whole load-rom menu seems to be fake, even when clicking cancel the "game" starts.
But... I've tried to extract the ROM from the .exe though and it doesn't seem to be a SNES file.
At the end of the MZ-EXEcutable there's a bunch of ~18MB of data what I'd suspected to be game data .. but that's way too much for a SNES cartridge.
Also I wasn't able to locate any ROM-Header and it even seems to be compressed data.
All in all I would say, this smells fishy - like fake - because it's way more data than even a full game should have.