GNS3 does not come with any Cisco IOS(router)/IOU(switch) firmware due to legal/licensing issues.
I will not cover how to get a hold of Cisco IOS. LMGTFY. (Your welcome :-P)
Once you have a copy of the IOS, fire up GNS3 and head to
Edit>>Preferences (This is were ALL the settings are)
Then under DynamIPS>> click IOS Routers >> New
Browse to IOS image and click next a few times, accepting defaults. Once at the Idle-PC screen if you see this, hit "Idle-PC Finder"
Then it should find a number >>
Congratulations, that's it, Your new Router IOS should show up in GNS3!