The ROI file used by bmr calc-covg and bmr calc-bmr describe your regions of interest. This is typically all protein coding regions, splice sites, and non-coding RNA genes. But you can potentially get more creative with your definition of a "gene", to test for significantly altered protein domains, pathways, or gene sets. This tutorial - Installation of the MuSiC suite on unsupported linux distributions - lists some sample ROI files that are based on Ensembl 67 (Gencode 12). From the two options, choose the one that matches the reference build used by your downloaded TCGA MAF file (See column 4, per MAF format).
One caveat is that bmr calc-bmr expects the gene names in the ROI file to match those used in column 1 of the MAF file. TCGA MAF files don't always use a consistent annotation database, and will likely not correspond to Ensembl 67 gene names and loci. But you can overlook this issue for well-studied genes, whose names and loci haven't changed in a while.