Assuming you already have a CD-i system, you will need a Null-Modem Cable.
Details on how to build one of these can be found here.
Connect your CD-i to you PC using the Null-Modem Cable in Port 2 and download the CD-I Link program. UnZip the contents to any directory. Open the command prompt, make your way to the directory and run cdilink.
Type the command cdilink -roms to begin the dumping; you will need to reboot your CD-i player to begin the process. CD-i Link uses a stub protocol which in some cases you will need to use an actual CD-i disc containing the cdi_stub to initiate the program. You can find the cdi_stub disc image here and the it's source-code here. After a short wait you should have a copy of your CD-i's BIOS files. Have fun and happy dumping! MESS Devs are always grateful to see new dumps.