your save games should automatically load up when u start the game. In Dolphin, click the Config button at the top, go to Gamecube. Just click the free Dolphin Emulator download button in the above of this page. I've tried assigning several other different keys, but none of them give a result. There are no settings to worry about, so just click through.
It seems that, by default, Dolphin does not read sub-directories.
