AAAH! Well done :D
Alright, now.
1) ... there must be a more elegant sentence that would allow me to launch the application without "going down" in each folder...
Ideally, you should put all the binaries(uxnemu, and the roms) in one folder, maybe in Documents, like ~/Documents/uxn. That way, you'd only have to do this to launch the niju rom: cd ~/Documents/uxn && ./uxnemu niju.rom
You could even put that commande into a script(niju.sh) so you can double click it to launch niju.
2) Can I enlarge the application window, as it is particularly small to review...
Press F1, enjoy!