Boot Disc to boot up DC. Then insert your backup you burnt and press start and it boots.
You can download backups (up dreamcast games you already own of course) and here is a link to
MegaGames where you will find trainers (built in cheat codes to apply to the backups.
It is all explained in the DC FAQs there. You can get emus to play other consoles games on the DC and even a DC DIVX player!