To play PS3 games on RPCS3, you'll need to download and install the PS3 firmware. This is because RPCS3 uses the firmware to emulate the PS3 console. Without the firmware, RPCS3 won't be able to run games properly.
After installation, you should see a message confirming the firmware was successfully installed. RPCS3 will now be able to boot games and the virtual PS3 system menu.