Hi, welcome to the forum.
Here is a rough step by step guide:
1. Accquire a BIOS file, most people use SCPH1001.BIN. Use google, it's easy enough to find. Put this file somewhere on your phone, a place you can easily find.
2. Open Fpse, go to the settings menu, then system. At the top you'll see "BIOS Loading", press that and find your BIOS file you have on your phone.
3. Turn off HLE in the same menu. Scroll down and press "Default config save"
4. Either press back twice, or close and restart fpse. Now load your game.
There are plenty of other settings too, video and input etc... But this should get you going with a game.