SNK Playmore (now SNK Corporation) has made it incredibly easy to play these games legally on PC through modern re-releases.

Fightcade is a front-end that uses the FBNeo emulator under the hood but adds one crucial feature:

Here is the definitive guide to downloading and playing Neo Geo games on your PC, legally and authentically. Before we touch a single file, we have to address the elephant in the room. Googling "download Neo Geo ROMs" leads to a gray market full of legal pitfalls.