Due to the fact the Sega CD and 32X cannot function without the Genesis most Genesis Emulators have those systems built in as well. To my knowledge there is not an emulator that can play the 32X CD games yet.
The following zip files contain the bios files for Genesis\CD\32X. I dont have all three regions for every system. If you have it feel free to contact me so I can add them.
Kega is another great Genesis Emulator, which also emulated the Sega CD, but for right now not the 32X and requires DirectX 8.0 to run. The sound is not quite as perfect as Gens the last time I tested it, but that certainly is no reason to pass over the excellent emulator. Keep checking up on this one as it is still being updated and it also supports Game Gear and Master System emulation.
Download: Kega 3.4
Gens Plus! is an independent project based on the Gens 2.12 source files. The main aspect that separates this one from the original Gens is the added support for Sega Master and Game Gear games and it is still actively under development. Give this emulator a try if you are looking for a Jack of all Trades old school Sega machine!
Download: Gens Plus
Gens has high compatibility and great speed. It faithfully emulated the sound and graphics as well as emulating the Sega CD and the 32X. You can load CD games either from a CD or an ISO image. This is my Genesis Emulator of choice, but unfortuantly I believe development has been stopped by the original author.
Download: Gens 2.11