Some emulators need the correct bios-files in order to run properly and some emulators run without bios-files.
It is definitely better, to have all correct bios files.
PSX and PS2 need the correct bios files to run.
And the rom files (games) have to be in the correct format and file extension.
For PSX it is recommended to use .bin and .cue files.
When you download those games somewhere, they often are zipped/compressed and when you un-zip them, they can be in .ape format or .bin.ecm. You have then use some tools first, to convert them to the .bin and .cue files you need. Just search via google how to do that. There are lots of tutorials.
It does not matter which region those games are (pal or ntsc)