downloading games is, as far as I know, illegal. FPSE doesn't support that, and will not allow posts about it (I'm not a mod, but I've seen posts from mods). Search elsewhere.
To play games you must rip the games you have. There's an old post about it that I'll link below. However, I'm sure you can find other posts on how to rip ps games from ps CDs online.viewtopic.php?f=9&t=156