Back up original .sav file just in case

Make two folders for saves, put both the rom and the .sav file in both folders http://bit.ly/2VfPpFU

Open bgb.exe twice, right click and load rom to open the roms. Use a different save folder for each window. Remember which screen is using which folder http://bit.ly/2Vh9qvK

Right click first window and click link > listen. Copy the port and hit okay. Right click second window and select link > connect. IP is 127.0.0.1:* where * is the port you copied http://bit.ly/2Vh9Diw

Load both games and walk them both to the pokemon center to trade. After you're done save the game and take the .sav file out of the folder that you intended to keep and put it back in whatever other real gameboy you were using before.