Like most emulators, PCSX2 supports the use of savestates. Somewhat akin to saved games on a memory card, savestates allow players to save their progress in the games they are playing.
Where are PCSX2 save files?
To view the contents of your memory cards, start the PCSX2 emulator and select "No disc" from the CDVD menu option, then boot the emulator. After the short animation select "browser" and you will be able to view, copy, and delete saves from the two memory cards.
Does PS2 save games?
One of the major benefits of Sony's PlayStation 2 game console is its backwards compatibility. ... Any gamer can play PlayStation games and keep saves on PlayStation memory cards using their PlayStation 2. Make sure your PS1 memory card is inserted into one of the two memory card slots on the PS2.