why isnt dolphin working

i have dolphin, i have mario kart double dash's rom, i think i have mkwii's rom and i have super smash bros melee's rom

BUT THE DUMB THING WONT WORK
ITS LIKE 5GB OF SPACE THAT WONT WORK I CANT STAND FOR THIS

I think you have to create a directory for the games, and then you load the directory from Dolphin