Firstly you'll need to download an emulator, I recommend project64. Then you'll need to download the mario 64 rom and open it in the emulator.
Links:
Project64: http://www.pj64-emu.com/downloads/func-startdown/34/
Mario 64 Rom: http://www.filesend.net/download.php?f=eae629b32bca510676c202b1f49d5a7b