>Does[sic] the emulators use backups or roms that are
ePSXe supports PSX games that are on the original Playstation CDs, ISO files created from said CDs, and CDR(W) backups of games that you own. Note that making backups of games you haven't paid for is considered illegal and is looked down upon by the people of this forum. While it's possible that ISOs can be downloaded from the Internet, this too is illegal. Questions regarding where you can get said files will most likely result in either a warning or being banned (at least, from what I've seen).
For more information about how to go about setting up ePSXe for using your PSX games, I'd suggest checking the files in the doc/ directory, the support pages found on www.psxemu.com
and past postings to the board. You can search for postings of interest via the use of the "Search" button at the top of the page. Before posting, please be sure to check out the board rules. If you're asking a question about a problem with a particular game, please mention how you're running the game (from a CD, CDR, or ISO), the configuration of your plugins and their versions.