Interestingly, the software will play ROM files and real game disks on the drive of your machine. Select your ISO selector ROM and then select the Boost ISO game option. Follow the setup process of the program and extract the BIOS files into the relevant 'bios' folder. You can find that PCSX2 is a little different from other emulators when you have everything packed. If there is not enough CPU or GPU power on your machine, games will run so slowly that you cannot even play.
PCSX2 is also very hardware-intensive, so be sure to run the software properly. It takes a lot of memory to run PlayStation 2 games between the software itself, the PS2 BIOS files and the big ROM's. Be mindful, however, that this emulator needs many resources. PCSX2 is your best bet if you want to play old PS2 games.