I have tried to configure some Dreamcast emulators and have had no luck. Is there a way to properly get them to work to run games such as Marvel v. Capcom 2, Shenmue, Sonic Adventure 1 & 2, and some others?
You need the emulator and the emulator bios. When both are put into the same folder the emulator should at least boot to the DC menu screen.
Following that you need to set up your virtual VMU's (memory cards), graphics and controller plugins and finally setup the path to your CD-rom drive or virtual drive if you are mounting disk images with something like Daemon Tools or Alcohol 120%.
Most of this has been covered multiple times so might be worth taking 15 minutes with the search function on these boards if you need more info on the above.
If you still get stuck then post back here with the emulator and version, your PC specs, what you've done and what errors you're experiencing.