Ad DC mentioned, you can download most of the supported Laserdisc files needed for Daphne to run most of it's games from Pleasuredome. It is a huge file though so will take some time to download.

But you can get hold of the 4 games it legally supports, including Dragon's Lair by just running the emulator and nothing more. When you first load the emulator, try to start Dragon's Lair. The emulator will inform you that the files were not found and it will then connect to the internet and to it's own torrent tracker to download the game for you. It has its own built in bit torrent client so does it all for you. It shows progress bars of the download as it takes place and from the Daphne menus you can see more detailed information about the downloads as they are taking place.

The Daphne supported game downloads will also take some time to download as they total about 4GB in size, but it is well worth the wait as you are getting a faithfully emulated version of the games that are legally supported by the copyright owners.