Think of a video game console as a computer. Like any computer, the BIOS stands for Basic Input/Output System. This initializes the hardware and operating systems of the console before it can be used. When emulating a console, the correct BIOS files can ensure accurate emulation of individual games.
In some cases, you'll be able to run the game without the BIOS file that corresponds to the console. However, in other cases, you won't be able to launch the game at all. Unfortunately, for legal reasons, we can't tell you how to get your hands on the BIOS files. However, if you navigate to Batocera's System Settings menu and select "Missing Bios," you'll see a list of all the BIOS files that are missing from your build. With this information, you should be able to track down the ones you need. Once you have the BIOS files, simply copy them to your Batocera USB's BIOS folder using the same method you used to copy your ROMs.