Odyssey2 was one of (maybe even THE) first systems to have rudimentary voice synthesis support for some games. As I recall, and it was nearly 20 years ago at this point, there was an add-on expansion module that plugged into the cartidge slot, and then the cartridge plugged into it. Adding this ROM to the emulator adds that voice support.
I don't know if the ROMs are legal or not at this point. It's been so long, it's certainly possible that they've falled into the public domain. Even if they have, I'd bet good money that none of the companies are still around to sue you, so I wouldn't worry too much. Note that this is not an endorsement for copyright infringement, I'm very much against that, but reality has to come into play too, and if no one is around to complain, I suspect there's ultimately no problem.