Well, the
default value for the rompath setting is just "roms" (dunno if the package(s) you've installed use different defaults, though), and this means "a folder named 'roms' in the current working directory". So if you'd like to stay with the defaults you'd have to copy all BIOS dumps as well as the 'genesis' sub-folder to the directory "./roms/" (again, assuming there's no system-wide mess.ini - overwriting its value - that came with the "SDL packages" you've installed).
Try
$ mess64 -showconfig | grep rompath
rompath roms
vs.
$ mess64 -showconfig -noreadconfig | grep rompath
rompath roms
to find out if a different system-wide default for 'rompath' has been set.