All of mine 'game files' for ePSxe are thrown in one folder with mala's rom extensions showing 'bin, iso, img' (with no quotes) - other than that I dunno - 
if you mean command line arguments, ePSxe_en.txt in the Docs folder of 1.70 shows:
3.5. Command line options.
epsxe [options] [psx-exe]
 (*) -lib                      : Loads the libps.exe, which is necessary for running several demos. You should have the file libps.exe in ePSXe's root directory.
 (*) -nocd                     : Disables the CD-Rom emulation. ( not recommended ! ;-) )
 (*) -sound/nosound            : Enable/Disable sound.
 (*) -xasound/-noxasound       : Enable/Disable XA sound.
 (*) -audiocd/noaudiocd        : Enable/Disable CDDA audio.
 (*) -forcespu/-noforcespu     : Enable/Disable SPU irq always ON.
 (*) -cdtiming/-nocdtiming     : Enable/Disable CDR accurate timing. (Gran turismo 2, Legend of Legaia, Dragon Valor, Point Blank series ...)
 (*) -forcepad/-noforcepad     : Enable/Disable SIO irq always ON. (F4) 
 (*) -memcard/-nomemcard       : Enable/Disable memcard emulation. (Track & Field)
 (*) -mdec/-nomdec             : Enable/Disable MDEC emulation. 
 (*) -mdectiming/-nomdectiming : Enable/Disable MDEC accurate timing.
 (*) -adjusttiming             : Enable on the fly re-adjust timing.
 (*) -oldtiming                : Uses pre-1.5.1 timing.
 (*) -fastboot/slowboot        : Fast/Slow boot cdrom (psx logo).
 (*) -nogui                    : Disable internal GUI.
 (*) -ppf/-nppf                : Enable/Disable ppf patches.
 (*) -loadppf <file>           : Load ppf file.
 (*) -loadiso <file>           : Loads iso file (CloneCD/Cdrwin).
 (*) -loadcheat <file>         : Loads a internal cheat file.
 (*) -loadmemc0 <file>         : Map file to memcard 0.
 (*) -loadmemc1 <file>         : Map file to memcard 1.
 (*) -ssv0                     : Save sstates version v.0 (1.4.0 or less compatible)
 (*) -mouseN                   : Enable mouse emulation. (number of port)
 (*) -analogN                  : Enable analog pad emulation (number of pad)
     [psx-exe]                 : PSX-EXE, normal, zipped or .PLL with all files included in a .zip