Hi! more than a tutorial this is an invitation to install this very nice game in Lakka.
It works very well and it is great to play it on the big screen using a gamepad (personally I prefer this than playing directly on my PC).
To install Cave Story in Lakka, you just need to download this file that includes the game and the English translation:
http://www.cavestory.org/downloads/cavestoryen.zip
Then you have to unzip it (it needs to be decompressed) in a folder in your ROMs directory (for example I created the “nxengine” folder to put it).
Then as usual, just scan the newly created rom’s directory where you saved it and it will be available to be started from Lakka menu.
Also the save feature is supported, so you can save where you left in the game playing.
Here you can find more information about the game if you are interested:
Lovely and funny game! Please don’t miss it.