Emulators.
If you are looking for a Spectrum emulator for Windows, these are some of the best:
1) Spectaculator. Paid, but surely the most complete emulator for this system. Emulates Sinclair/Amstrad models and Soviet clones Pentagon 128 and Scorpion ZX 256.
2) Klive. By Steve Snake. Excellent emulation with a very simple interface. Only emulates Sinclair/Amstrad models.
3) Speccy. By Marat Fayzullin, the creator of fMSX and many other emulators. It’s relatively new, but it emulates the Soviet clones Pentagon, Scorpion and Didaktik, the Timex Sinclair models and even the SAM Coupé.
4) FUSE: the Free UNIX Spectrum Emulator. Originally for UNIX, it has versions for almost all OS and machines. It emulates the Sinclair / Amstrad models and the Soviet clones Pentagon and Scorpion.
Special mention deserves Retro Virtual Machine, a Spanish emulator that has worked very well among hobbyists. It may take a little getting used to the interface at first, but using it gives you the feeling of being in front of a real Spectrum.

Games can be in tape format (TAP and TZX extensions), disk (DSK extension) or snapshot (Z80, SNA, SLT). The latter are captures of the Spectrum memory. If you have a choice, TZX and DSK are the most faithful formats, and therefore the ones you should prefer.
How to load: In all cases, you must first enter them using the emulator menus. Snapshots load instantly.
On 48k machines, type LOAD”” + ENTER. On the PC keyboard, the shortcut is first J, then shift and P, twice. On 128k machines we use the “Loader” or “Tape Loader” option from the boot menu:
Regarding the machine configuration, the most compatible option is Spectrum 128, although the disk images will require Spectrum +3.
As for the Russian clones of the Spectrum, they usually have very similar options to the official models, although the disk format is different: