Also read the documentation that came with it. Look through a few threads in here that relate to topics of interest. Get your mom to hold your hand while you're doing it too, if it will help. Have an enjoyable time with epsxe thank you!!
Have you downloaded ePSXe yet? If so, read throughly all the documentation and read mes included w/it. That should tell you all you need to know. Then come to these boards and, as Efrainman suggested, read the FAQs throughly. Then, after you've done that, if you still have problems and questions, come here, post and ask away.
Sorry if this seems that we don't care, but we do. It is just that we are tired of answering what is already posted and included w/ePSXe.
One last thing, do not, I repeat, do not, ask where, specifically, to fint a PSX bios because no one will tell you. What I will tell you is to go to www.google.com and do a search for PSX Bios, you are sure to come across many sites that have them.
Spoiler: Yes, you do need a PSX Bios image to run ePSXe.
Best of luck.