You don't need the FDS ROM if you're just planning on running any% or warpless, because the US and JP versions are identical in that case. Minus world ending is different, though

To get the FDS ROM to work, you need the FDS bios ROM as well, which you can find by using Google. After you've found one: In nestopia, go to Machine > External > Disk System > Options. Click Browse and find where you downloaded the FDS ROM, This will now allow you to open ROMs with FDS images.