Satourne can load them, just click on the "Load Saturn BIN" button on the main window. If you're going to be programming using an emulator, beware of incompatibilities and differences to a real Saturn. If you want to test it on real hardware, you could try downloading the CD version of Charles Doty's Shooting Clays game, IIRC it came with all you need to build a disc image. The easiest way is using an Action Replay and a Commlink card, as you don't have to waste CDs every time you want to test something.