If you have a set of BIN/CUE files, skip to step two. Otherwise, finding CD images for games which you own online is possible and left as a risk for the reader to take. This may require finding its appropriate BIOS files (check its settings). It's also necessary to get OpenEmu (free) and set it up to play PlayStation games.
It's necessary to find an optical drive capable of reading the CDs used as PlayStation games.
Adding multi-disc PlayStation games to OpenEmu