Bare in mind dreamcast emulation is not very good right now. But Chankast is probably the best one out there right now. And you'll need a BIOS, I thnk it's not allowed on the forum to post links to bioses but if you google the right sites you should find it.
Chankast can be found on the emulator-zone
Emulator Zone Site]http://emulator-zone.com]Emulator Zone Site
For the .cdi file i think you need daemon tools to mount the image.