Okay......this is essentially an emulator that runs Wipeout and gives you various emulator options.
I could use ePSXe right now and pretty much do the same thing. Even with that emulator on Dreamcast
as well. You need to have the raw data-files for the game in a folder as well. Like literally not an .iso
but the tracks in a folder ( as many various PSX games was written rather then data ).

My question next would be. Where is the option for Kalleria? or How do we install the Kalleria client in this?

I am pretty sure I could load ePSXe with the correct settings and get those same graphics