Usually PCSX2 has default directories for the memory cards (if that's what you're talking about) so the only reason to worry is if you want to change that. Other than that, there shouldn't be many problems running PS2 games - just run it from the iso. If it comes in a .bin and .cue then it was produced on a CD and you just open the .bin file.
"NintenDON'T sue me please haha"
Oh an all of them are on the PC, sorry I should of mentioned that.