Some games may require SRAM patch (please check the Compatibility list), but most games should run without with the latest versions (use gbata). If you have a gba folder on the root of your sd card, this folder will be opened by default, you can put your ROMs here. If you are using GBARunner2 with TWiLightMenu on a DSi or 3DS with the sd card (come bundled with Twilightmenu++), make sure you use the DLDI on ARM7 build. To use your GBA bios, put it in either /bios.bin, /gba/bios.bin or /_gba/bios.bin. A GBA bios is thus optional, but can be used to improve compatibility with some games.
Note: GBARunner2 has the open source bios of Normmatt integrated. GBARunner2 is a hypervisor that runs GBA games on DS/ DSi/3DS in DS mode.