How to build with Emscripten
Building with Emscripten works with emsdk 2.0.31 and above.
./emscripten-build.sh
And now you have in your build folder files like "openttd.html".
To run it locally, you would have to start a local webserver, like:
cd build
python3 -m http.server
Now you can play the game via http://127.0.0.1:8000/openttd.html .