Guide play PS2 games on PS3: Here Guide play PS2 games on PS4: Here Guide play PS2 games on PC (Windows, Mac) : Here
Before downloading any game PS2, you need to check List name game PS2 Classics Emulator Compatibility: for PS3: Here or for PS4: Here (Several games will work perfectly, several will have minor issues, and others will have major issues or might not work. There is an ever growing list of PS2 Classics being tested and documented on the PSDevWiki)
