the .emerald stuff is for linux.
For windows:
Start the wallet, then close it. The first time you run the wallet, it will create the directory, and several files for you.

    download the latest blockchain snapshot
    unzip the file in your emerald directory (C:\Users\*yourname*\AppData\Roaming\Emerald)
    you will see the file bootstrap.dat
    start emerald-qt
    now the Emerald Wallet should import the blockchain from your local harddrive