Step 1: Download the rom from this link right here. https://cdn.discordapp.com/attachments/351755179680464928/773780976769040394/jak_wall.zip

Step 2: Download the MAME emulator if you haven't already. https://www.mamedev.org/release.html (note: the one you should download is the file called "mame0226b_64bit.exe", anything else you shouldn't bother with but im linking the website just incase anything changes in the future)

Step 3: Once MAME is installed, go to the directory and locate a folder called "roms". If the roms folder is not there (it should be by default, but just incase), make one.

Step 4: Extract jak_wall.zip and place the jak_wall folder inside of the roms folder.

Step 5: Open up MAME. You will be greeted by (if i remember correctly) the Unfiltered option for the games list, which has all the games MAME supports. Search WALL-E in the search bar. The one you are looking for is "Wall-E (JAKKS Pacific TV Game)". If everything is properly set up, the game should boot.