the bios are added in the system folder of the emulator, if it is not there it is created at the first start or you create it yourself, the bios go to the system folder: Amiga, Dreamcast, Playstation etc.
go to the retroarch site to see which bios it uses for the checksum (crc, sha-1 etc.) to get the correct bios.
The bios used by retroarch for Playstation are:
scph101.bin
scph1001.bin
scph5500.bin
scph5501.bin
scph5502.bin
scph7001.bin