Auto-tracking is done by running a Lua script in Snes9x which exposes the emulator's game memory to EmoTracker through a "socket" interface.
However, if you're using vanilla Snes9x there doesn't seem to be any interest from the developers to support this feature.
Instead, this feature was added to the Snes9x-rr fork of Snes9x and is maintained there separately. The latest release of Snes9x-rr can be downloaded from github.