I downloaded this free rom for the Terminator NES and when I setted it up and a bunch of new icons appeared, new tabs open, I need help!?

When you downloaded the rom you also downloaded opera and anti malware toolbar as well as various pop ups

Opera and antimalware might be genuine, but the others are quite possibly malicious and need removing. Initially try to remove them in the usual way by going to control panel, program and features, add remove programs. They should be listed

I would also run malwarebytes antimalware from here - the free version.

https://www.malwarebytes.com/

Let it run a scan and delete what it finds. After that download malwarebytes adware cleaner

https://www.malwarebytes.com/adwcleaner/

Let it run a scan and delete what it finds.

In future be careful what you download and look for custom install rather than express install. The express install often will install the extra add ins such as opera, different search engines etc as a way of generating revenue for the developer - they get paid for every instances the extras get downloaded. The different search engine will also generate advertisement revenue.

HTH