Just edit the config file, in the [GLOBAL] section, you'll find the TOS= line to fill with the complete path to a TOS 4.04 ROM image file. If you run ARAnyM with it, after the Atari logo, you should reach the well-known GEM desktop.
$ aranym ARAnyM 0.9.2pre1 Using config file: '/home/patrice/.aranym/config' [snip] TOS 4.04 loading... [OK] NVRAM loaded from '/home/patrice/.aranym/nvram' TunTap(0): ERROR: aratapif not found. Ethernet disabled! TunTap(0): ERROR: aratapif not found. Ethernet disabled! Floppy read(-1, 001cc6, 1) failed.