Sega Saturn is not supported by the hardware of a pi 2. To see the list of all consoles supported and their equivalent emulators see here:
I just redid that whole list this last weekend so it is updated (minus the sega sg-1000 but that is technically covered by the same emulator that covers the sega genesis.)
Each console page details file types needed, bios if applicable, and emulator specific controls if applicable. I created The sidebar on the right for easy access to each system as a reference. Hopefully it is useful to you as you get things set up.