This has been my pet project for a few weeks now. Cubatilles is correct, you need to use the GL driver. Additionally, there are a bunch of BIOS files you need in your System/DC directory to make things happen. Finally, your ROMS need to be “correct” - I am still figuring it out but I am using a combination of .zip files and some other, converted, .bin files and - usually - one or the other will work. Some fall over at the SEGA diagnostics page but that’s not an issue with the emulator. If Retroarch is binning out without even starting up then its usually the video driver or the BIOS files in my experience.
Worst case, some ROMS currently only seem to work with DEMUL so I have my Launchbox point at that instead.