Once you've got 'gba_bios.bin', put it in the same folder as VBA-M.As it's against 'Da Rules' of the forum and copyrighted property of Nintendo, I will not be providing a download for 'gba_bios.bin' (you'll have to use a search engine, like Google to find it or dump it from your actual Gameboy Advance or a Nintendo DS using Homebrew).
use either Wine or virtualization software (such as either VMWare or VirtualBox). This tutorial will be for Windows only, if you're using another operating system.