Thanks to you guys for your answers!
petrockblog: When I run a SNES game from the command line, I simply have an error from RetroArch saying “Failed to load ROM”. Nothing else… not very helpful to debug what’s going on :)
zinger19: I ran these commands, but after a while, the update ran out of free space.
I just got a 8 GB SD card, I will try with this later on and let you know how it went.
P.S.: Is a BIOS only needed for Neogeo games? What about arcade games (Mame) or SNES games?