In this case, a "Save" would just be an in game save (made using the games built-in save points) and is the .srm file. These types of saves can usually be transferred between different emulators for the same console, but not always. Easiest way to tell is to start a new game in the new emulator, save somewhere, and see if it makes the same type of file (in this case, .srm).
"Savestates" are saves that can be made at any time using an emulators save state function. Most emulators have multiple "slots" you can make savestates in, so you can have more than one at once, hence .state1, .state2, etc. The .state.auto file is probably a savestate made automatically by your emulator at specific intervals. Usually different emulators, even for the same console, will not support the same save state files (for example, zsnes uses .zst and snes9x uses .000, .001, etc).
Technically you can play entire games using only savestates, but I always recommend also making in game saves whenever possible just in case you accidentally savestate at a bad spot. You'll also need to be using actual save points if you want to transfer them between different emulators.
"I think that the problem with this video is it is highly derivative of many popular bands within the genre. Although when viewed on its own merits, it does have a deeper groove. However what it has in groove, it lacks in originality. One can't help but be reminded of such bands as Pearl Jam, White Zombie, Suicidal Tendencies and other bands that bear the mantle of so called "Alternative Rock". One is even reminded of Lorie Anderson when she wore curlers. Hehehmhm! This video speaks less to the heart and more to the sphincter. In closing, I think Korn would do well to learn more from -"