The "apt-get install *program*" command is for connecting to the official Ubuntu servers and download the *program* from there. When you get "E: couldn't find package snes9x" (btw this is not Windows. This "E:" is not E:\ drive... E is from Error

) this means this package is not found in the server. And because snes9x is third-party program Im not surprised its not in the ubuntu servers.
you have to download snes9x from its official website and install it manually