How do I connect "eMule" software through the Tor annonymous Connection?
eMule is a P2P file-sharing application. The general recommendations are that you shouldn't run P2P over Tor, with the main reason being that the network doesn't have enough capacity to support the volume of traffic generated by file sharing.
If your aim is to use P2P anonymously, then even if you correctly configure your application to use SOCKS (which eMule does support), you would have to ensure that the application is actually adhering to your settings - this isn't always the case with file-sharing applications, as described in this blog post on BitTorrent.
P2P applications such as eMule communicate on a different protocol than TOR. This could essentially render your security useless. A proxy of VPN that support torrenting would better suit your needs.