You need to remember that you need to drag and drop the rom over the exe, that will open the emu (loading any vba.ini settings, which you could use from a "normal" VBA)
Then, once the rom is running, remember that F11 goes to the debugger, and if you are in the debugger and want to go back to the emulator just type the letter c in the command line, hit enter and it'll go back to the emu.