Why don't you use something like RetroBat, which provides a similar setup as RetroPie (emulators + front-end + configuration), but for Windows ? No need to complicate things if all you want is to emulate old games on your existing system.

Is the keyboard plugged into a USB2.0 or USB3.0 slot?

@pjft Thanks, it looks like nothing important was missing. After further investigation I found so far the only other thing that was installed was Zmap, and from what I read it scans the network traffic. All kinds of personal data could have been captured. I don't think it was running long enough to do any real damage.