To run the PS2 emulator you need to make a copy of the firmware from an actual PS2. They don't ship that with the emulator for legal reasons. Downloading that from a PS2 seems fairly complicated and I would not trust a file I got from the net.
That said, the download is an appimage so you can just make it executable and run it on most any distro. See
https://pcsx2.net/docs/usage/setup/requirements