For the NeoGeo roms you definetly need the neogeo bios. The games won’t work without the bios.
About the non NeoGeo roms… maybe your using the wrong version of the roms. Mame is very specific about the roms it can use. Imame4all uses the 037b5 romset. Some roms are still the same as in that romset but a lot of roms aren’t compatible with that version anymore. Google should show you some sources with the right version if you search for it.
If you don’t want to go through all the hassle you can check if the roms you want to play are compatible with final burn alpha. (Capcom CPS1/CPS2 & NeoGeo games for example) This emulator normally has no problems with newer versions of roms. Every rom I tried worked out of the box. Although you still need the bios files for NeoGeo games.