Hey Dred, I'm new to this but just figured out exactly this issue last night.
From the carousel press Start. Then go to UI Settings and then Home Screen Customization. Then press Up on the directional pad. You'll find ten slots that you can customize on the carousel (tiles). You'll need to tell it where the emulator xbe file is, place a file someplace for it to use as a logo for the system (ZX81 logo), and another file for it to use as the background on the carousel.
That 'press Up' tripped me up for a good while, but I finally saw the little up arrow.