A BIOS is a program that runs when a computer (or certain consoles) are booted up. A BIOS handles hardware checks and runs certain boot procedures, ensuring that the game will run as it's supposed to on the actual hardware. A computer and consoles that use a BIOS cannot function without one. Sega CD's BIOS files are a single file for each region, although there are some revisions. What you have is the disc image of the game (ISO), an information files that describes the data in the disc image (CUE) and the redbook audio tracks for that game (WAV), but not the BIOS file for any region. you need to find the Sega CD US BIOS file (provided that the Mortal Kombat game you have is the US version), and set Kega's Options so that it uses that BIOS file when booting a Sega CD game.