You need BOTH ROMS and Video. The ROMs are easy, as you can find them on the net. The VIDEO is the hard part. You have three options:
1) Buy a Daphne Compatible LaserDisc Player, and the correct interface cable, plus a game laserdisc, and connect to a TV. When going this route, make sure the disc you get is compatible, as there are both NTSC and PAL Versions of LDs. This option is recommended for non-overlay games only (i.e. Dragons Lair, Space Ace, and Thayer's Quest).
2) You can buy the Dragons Lair DVD-ROM, or 21st Century DVD-Video version (not the original DVD-Video or CD-ROM version), from digital leisure, and download the DVD2Daph program. I heard that Space Ace DVD-ROMs also work.
3) You can get an LD Player, a Game Laserdisc, and a video capture card, and capture the video from the Disk yourself in MPEG1 or MPEG2 format, and audio in OGG Vorbis format. This option will work for all daphne games, and is recommended for ones that support overlay.
Note: The video size can range from 400MB to over a Gigabyte, depending on quality and resolution (and some games require certain resolutions of video).