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First you need to download and install PSeMu3. You can download it at the download section After you installed the emulator you will have a shortcut on your desktop. ​
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When you first open the emulator you will be asked for the bios, you need to click on 'yes' and you will be redirected to the bios installer download.
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When installing the bios make sure its being installed in the exact same location as the emulator(or PSeMu3 wont detect it.)
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After installing the bios you can close the emulator and reopen it. Now you wont have any error message and the emulator should run fine.
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The emulator can ask you to activate it. You can read more about this in the FAQ.
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Now you can run a game by going to file>load from.. and pick the blue-ray or disk image and simple navigate to the game.
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Done!