Well first of all, you have to make sure you know where the FDS rom file (disksys.rom) is and configure the path to it in the Config => Directories menu. After that, you should have no problem starting the game.
It might ask you to switch the disk to the other side, in which case you have to go in the following menus: NES => Eject/Insert Disk, Switch Disk Side & Eject/Insert Disk.