You can find the other roms by googling.
Yes when you decide which rom to use, make a copy of it and rename the copy to "bsxbios.bin" and put it in the SD card's SD2SNES folder.
Yes this includes changing the file extension. If Windows prompts you with a warning that you might not be able to use the file anymore, it's nothing to worry about. It's just in case you accidentally renamed a file that you don't want to rename. Renaming a file won't affect the content of the file or anything either.
Yes the rom should be exactly 1024 kbyte (1 048 576 byte), this doesn't change no matter what you name it to, so no worry.