A ROM is a combinational component (i.e. it has no clock input). Whenever addr changes the output is updated with the data at the specified address.
If you are referring to level 2.03, you have a 4-bit input and an 7-bit output (the 7-segment display; the dp input can be hardwired to a 0 constant input port). So you need 16 7-bit numbers to cover all the input numbers. Create a 7-bit by 16 words ROM, right click on it and select Edit values. At each byte (since the "words" are 7-bit long, 1 word = 1 byte) write the value it is expected by the 7-segment display to show the correct digit for the corresponding number. E.g. if the input number is 0, the ROM address would be 0, meaning the first byte. So at the first byte you should write 3F (or 0111111b where each bit is connected to a specific segment of the display). Take a look at the truth table to figure out the correct values.
Hope it clears things up a bit. If you need more details please ask again :)