Okay, so here's what you do. Download and unzip Mame32 into an empty folder somewhere. That's the program, or emulator, that can play arcade ROMs.
Put moonwalk.zip and moonwlkb.zip into the "roms" folder that was created when you unzipped mame32v76b.zip
It may scan a bit because essentially the program is just one big database of a lot of arcade games. It should find the Moonwalker game. If you right click on that big list of games, go to "Custom Filters...", then type in "moonwalker" (without quotes) in the Description Filter field, and press OK the program will only show games with "moonwalker" in the title. One of those should have a green box beside it.
Double click on it and have fun!
Enter - Start
5 - Insert Coins
1 - Start player 1
Ctrl - Shoot
Alt - Moonwalk
Arrow Keys - Move
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