If you configured everything, you should be able to go to ( File > Run CDROM ) to run the game. Make sure you have a CD rom plugin configured!
Also, if you havent done this already, place the bios into the bios folder in the epsxe root directory. Then run the program, and go to ( configure > bios ) and select that bios
This should allow you to play games
(Try not to post such a broad broblem!) its easier to solve with more details