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For P1 and P2, I recommend playing their PSP versions with PPSSPP. The other guy linked a PS1 emulator, the PS1 versions for P2 are not bad (P2IS actually has better difficulty on PS1) but I would highly advise against P1 PS1 for your first playthrough. Long story short, the translation is really bad, but they fixed it with the PSP version. And for P2 imo the PSP versions are better for the most part, especially with P2EP.
You can find their ISOs around the internet, I personally use Vimm's Lair. For P1, I personally recommend applying the PS1 music patch. The PSP music is very different from the original, and imo the original music is better and more fitting for the game. For P2 Innocent Sin, you can just use the original ISO file. For P2 Eternal Punishment, you need to install the translation patch since the remaster was not officially released in English.