Emirates ff or Qantas
 

We are flying to Europe return on Emirates business class. Booked direct with emirates. We do not belong to Skywards. But have Qantas ff. Should we just claim points transfer to Qantas or would it be more advantageous to set up skywards account. If we kept them in Emirates how would we use them on other airlines as don't intend to go that way via Dubai again. Maybe NZ.

If you don't intend to fly often with Emirates, then book to points on your Qantas account (you can enter QF ID directly in the booking, no need to do a points claim). Otherwise you'll split your points between 2 airlines, and effectively will lose the points if you don't keep flying, as they'll expire at Emirates at some time 1 trip likely doesn't give enough for a good award ticket.
2 negative things to consider:
1) The Qantas points earning for Emirates flights isn't great
2) If you seek status (or plan on renewing it with this travel) - no luck here. Qantas doesn't give you status points for Emirates bookings/EK flight numbers.

If you do accumulate points on Emirates you could book Qantas flights with them, they have an agreement. So IF there is QF availability e.g. into NZ you could book it (Qantas is very stingy with award flights ...). Emirates has other partners too, but not in the APAC region.

The only additional consideration is that as a (Blue) Skywards member in J you get free WiFi. At least for messaging etc. If you are Silver or above in J you get full connectivity. https://www.emirates.com/uk/english/.../onboard-wifi/