There;s a small number of CPS3 games that will work without the CD drive; "NOCD" versions, but typically yes, the board will usually require a drive to be connected to boot anything at all.
Most recommend you ditch the CD drive entirely nowadays though!
@debemus if you see that message - CPU cart SRAM and decryption keys looks alive, you may try to burn available in the net Warzard/RedEarth image and plug it into board's CD drive.
add: original image, from MAME etc romset, not "decrypted" ones for "Super BIOS"