I did actually have a look in the WHDLoad manual and couldn't see the information. Then I remembered that it's usually in the manual for the installer, not for WHDLoad itself. For example, from the
WHDLoad installer readme for Lionheart:
The game requires an installed A500 Kickstart 1.3 image.
The kickstart image must be located in the directory "Devs:Kickstarts" and
must be named "kick34005.A500". The image can be extracted from a A500 with
tools like 'GrabKick' or similar which can be found on aminet.
If the image is of wrong version or altered in any way WHDLoad will quit with
an appropriate requester.
Additionally the file "kick34005.A500.RTB" must be installed in the same
directory as the kickstart image. It can be found in the archive
"util/boot/skick345.lha" on aminet.
Other games may require different versions of the ROM and RTB, but their manuals should detail the requirements.
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moto