Both GENS and Kega should emulate Sega CD, provided you have the correct BIOS files.
Gens is a little more relaxed it what it will let you do, such as using 'popular' ISO +MP3 type stuff, whereas Kega is more strict and doesn't do ISO +MP3 due to various technical problems with the combination itself.
Your best bet is to google for the BIOS files, and thats about as much as we can help you with those.