Make sure that you save the game and its progress before adding any cheat, as it might help save your saved data of the game from corrupting away in case of any problem in the code. But you can also run the Pokemon leaf green cheats without GameShark if you want to. Along with directly entering the cheat codes into the menu of your emulator, you can also use GameShark or Action Replay, as most of the players do. It is also essential that you deactivate the cheat code once you are done using it and run only one or two cheat codes at a particular time.
You can add the cheat codes in the cheat menu of your emulator and then activate whatever cheat code you want to apply from there. Things to Consider while Activating the Cheat Codes:
