Due to Fedora policy, this version of FBZX has been packaged WITHOUT the ROMs.
These are available from RPM Fusion: http://rpmfusion.org/
If you have RPM Fusion nonfree repository enabled, simply install the 'spectrum-roms' package.
Otherwise download FBZX tarball from: http://www.rastersoft.com/fbzx.html. Then
extract the ROMs from the 'spectrum-roms' subdirectory and copy them in