UEFI
UEFI support is not natively bundled with QEMU, you need to install a external package using your package manager.
You will need to install ovmf
package.
Then when running a virtual machine, point to the appropriate (.fd) file.
In most systems, this would be installed in /usr/share/ovmf/OVMF.fd
Installation of OVMF
Debian
sudo apt install ovmf
Arch
sudo pacman -S edk2-ovmf