This item is from the Yet Another Enhanced IDE/Fast-ATA/ATA-2 FAQ, by John Wehman and Peter den Haan with numerous contributions by others. (v1.92).
No. These CD-ROMs ship with a driver that provides complete support. The BIOS doesn't need to support them and usually doesn't even know they're there. Some modern BIOSes are ATAPI aware and have a special setting; barring those, you can generally leave the corresponding harddisk entry at 'Not Installed'.