In ares, go to Settings -> Advanced -> Firmware . Ares will list each system and whether the BIOS is "Available" or "Missing."
For systems like the Sony PlayStation, the BIOS acts as the operating system kernel. Games frequently make system calls (API calls) to the BIOS to perform tasks such as: ares emulator bios top
The developer community behind Ares (known as "Near" and subsequent contributors) is working on "BIOS-less" simulation for some systems. For example, the and PC Engine CD can now simulate the BIOS via high-level emulation (HLE). In ares, go to Settings -> Advanced -> Firmware