The important part: You cannot legally download these files from a random ROM site unless you own an original Sega CD console.
These BIOS files are copyrighted by Sega (and now Sega Sammy Holdings). Distributing them without permission is technically piracy, even if the console is decades old. sega-101.bin mpr-17933.bin
The most common point of confusion is: Which one do I need? The answer depends entirely on the model of Sega CD you are emulating. The important part: You cannot legally download these
The emulator is looking for exact filenames. Capitalization matters in Linux/RetroArch but is usually case-insensitive in Windows. Pro Tip: Never rename a random file to these names
Pro Tip: Never rename a random file to these names. The emulator also checks the internal checksum. If you rename a text file to sega-101.bin, the emulator will reject it as corrupt.