Said the Gramophone - image by Kit Malo

: Unzip the downloaded emulator into a new folder on your PC.

C:\Program Files\ePSXe\bios\

You're looking for a download link for the BIOS file for EPSXE 2.0.5 on PC.

The emulator should now be configured to use the BIOS file, and you can start playing PlayStation games on your PC.

: Get the official ePSXe 2.0.5 pack from the ePSXe website and extract it into a folder.