The Atari 5200 was a home game console made by Atari in 1982. By the end of its lifespan, only 70 games had been commercially released for the Atari 5200 and many more remained unreleased (several of these games have been dumped). This console was not released anywhere outside of the United States.
While the Atari 5200 is based off the Atari 8-bit hardware, none of the latter's software is compatible with the former.
Done by the same developer as the VirtualDub software, Altirra is mainly a very accurate Atari 8-bit emulator but it does support 5200 games. The downsides are that it is not easy to set up and it is Windows only.
kat5200 is an easier emulator to set up and also supports some of the Atari 8-bit range as well. There are issues running some of library such as Bounty Bob Strikes Back not working and there are no sprite ripping features. Oh and make sure your ROMS are unzipped otherwise the emulator won't run them properly, you can tell a game is running properly when the game name appears on the Atari boot up screen.