If you are downloading it as an .exe from a site like ApunKaGames , it typically runs through the WinKawaks emulator , which allows for customizable controls and save states.
If you need help with the installation process from that specific site, this guide walks through the typical steps: download-king-fighters-10th-anniversory-apun-kagames-exe
This version is actually a "hack" or modified version of the classic The King of Fighters 2002 . Because of the unlimited power, players can perform and complex combos at will, which isn't possible in the standard versions of the game. Other notable features include: If you are downloading it as an