Console games are written in a different manner than the one your OS can recognize, so they cant be run or installed on your PC using your OS. Even a game written for one OS cant be run on another one (e.g. a game for windows wont run on linux) so this is where an emulator is needed.
Emulators are virtual machines that simulate the environment and specifications of the machine or software that the program you are trying to run uses in the first place. Of course if you want to emulate an environment of a console that has hardware specifications greater than your PCs' you wont get the same performance of the program.