Some PS1 games will have multiple disks. When the game expects a different CD, it will prompt you for the next disk. Here are the steps to do that.
1. Press select + X to load up the retroarch menu
2. Use A to select Quick Menu
3. Go down to Disk Control
4. Go to Disk Cycle Tray Status, pressing A will open the virtual disk tray
5. Go back up to Disk Index, cycle (use the d-pad) to the disk number you would like to use
6. Once you have selected the disk you would like to use, go back to Disk Cycle Tray Status, pressing A will now close the virtual disk tray
7. Press B to go back
8. Go to resume, press A, and the game will now function using the disk you selected in step 5