You need to have a IR (impulse response) to load in the LSP Impulse Reverb. These IRs are WAV files that allow the plugin to emulate a room. You can buy (like the 3 Sigma ones I’ve mentioned) or download some free ones to use with the plugin.
Here is a tutorial: https://www.youtube.com/watch?v=BBcLpAx02UM
Note: In fact I use the “Impulse Response Stereo” plugin for reverbs instead of the “Impulse Reverb”, as it’s simpler and has all I need for a reverb. (I use the Impulse Reverb for guitar cabinets, as it allows me to mix different IRs.)