Eur Bios refers to the European bios or operating system (I'm presuming for running Sega CD), if you are trying to run a EU game then the emulator will need the Euro bios. Its basically a rom image of the original game systems underlying code.
Its subject to copyright so in line with the rules for these forums discussion of how, or where to obtain it is prohibited but at least now you have an idea what to search for.
Once you have obtained it go to the relevant setup option in Fusion and set the path to the folder you've put the bios into.