S
I have no clue how to get it to work
R
You need a bios file named neocd.bin which is exactly 512kb in size. Do a Google search.
Not to sure about the cd/rom part maybe it needs to be in .iso or .zip. You can check this page for more tips on getting the emulator to work: http://pacifi3d.retrogames.com/neocdsdl/
Hope this helps.