Where can I find the Source Code for NES Games? Do I just open an NES ROM in a text editor like Notepad or what?

All it says is this:
Nintendo Assembler (v.1) By Charles Doty (cdoty@doitnow.com)
Original program by J. H. Van Ornum, modified by David Michael
NESASM [-a] [-? (For Help)] infile
Now what's wrong with it?

How do I run nesasm.exe? Everytime I click run whenever it says "Do you want to run this application?" I clicked the run button and it didn't do anything. Please help me.