How do you run games with this now?

[Jeshire Kiten Katt]

When I used Mupen in years past I could have sworn it opened like any other application, but when I download it, the only runnable application is "mupen64plus-ui-console.exe" which opens the console then immediately closes. Where is the, uh. The emulator? The, uh, everything that lets me interface with everything going on here? The readme doesn't really clarify the situation either. 

What am I supposed to do with this lol??