If a program asks you to change disks or to insert a particular disk, then you can:
1) On the ActiveGS emulator, there is a button for the particular disk that is required. Click on the button for the requested disk
2) On the AppleIIGo Emulator, there is a Change Disk button for Drive 1 or Drive 2 where required. Click on the appropriate Change Disk Button.
After performing the disk change, the focus of the window should return to the emulator. However, should the focus not return then you can click in the emulator window to force the emulator focus to return.