Yes you'll deffo need the bios file(s), google it.
Also there's zero need for physical discs or mounting ISOs with virtual disc drives, I use both epsxe and also nulldc (for dreamcast games) and I just use command lines and point them to the iso files, make a shortcut, change the icon to the game's cover and at that point it's just click n load - as if it were a no cd cracked pc game.
I did write a massive faq about this sort of thing on another forum which I was banned from and the said stickied post was deleted....in any case to use command line in the case of epsxe you'll need the epsxecutor tool and create an individual profile for your said game and point the profile to where your ISO disc resides....so for example in the options tab you'd type something like this into the cmd line box:
"-loadbin "C:\PSX\Syphon Filter 3.bin"
Include the quotes, and the -loadbin command....and the file type be it .bin or .iso - that's just an example....and this is a quick and dirty explanation but it gets you exactly what you want once it's done for your games, just click n load.
Skipping ahead if you want your icons to look nice and you want good software to create icons for whatever images you download, use Axialis Icon Workshop. Best software I've found yet for that sort of thing. Easy to use too.
