The official ePSXe pack only includes the emulator (ePSXe.exe) and some accessary folders & files, but they do not supply any necessary BIOS files & Plugins for the emulator to emulate a game!
From AppNee you can get the latest versions of ePSXe along with the most complete 12 BIOS files, 112 Plugin files, official & additional shaders package, additional memcards files and cheat codes list (codelist.inf) in an all-in-one package (including the important WNASPI32.DLL & zlib1.dll and additional kailleraclient.dll, codelist.inf)! Besides, this release also includes the following useful freebies:
Link Download
ePSXe[2.0.5]