Using emulators does not need root. It doesn't alter the phone in any way, it's just an app.
As for using roms and BIOS-files, just download the files (Google is our friend) and create a folder for them with a file manager of your choice. Unzip the files to this folder and (for Gameboid and psx4droid) tell the emulator where the BIOS file is located. For all the others, just navigate to the folder with the unzipped ROM files and load them. Enjoy.