REALLY NOT SMART

So, I want to run Mario Kart Double Dash (MKDD) on my new Shield TV. I am aware that this thing is way more powerful than a Roku, but honestly, when I bought it, I didn't even realize you could play games on it. I just wanted something like a Roku. Now that I realize this is not just a Roku, I want to figure out how to use it to its full potential. Consider that as your starting point for discussion with me on how to do technical stuff.

I looked up Dolphin Emulator and this seems like the thing I need in order to play MKDD. I was like yes, let's have a scotch tonight and learn how to install Dolphin on my shield. So I pulled up some youtube videos and boom first problem! Everyone seems to be on their desktop computer in these "How to Install Dolphin on Shield" videos. This is my first question. Do I need be on a desktop computer to install these kind of things and then somehow transfer them over to my Shield? If yes, my second question is, how do you do this?

I'm sure I'll have a lot more follow up questions so I appreciate your patience. I'm really committed to installing MKDD on this thing. Beach Buggy Racing is not sufficient.