The related link has a guide and a download and also links to the PCSX2 Site
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Yes you can
A computer will be unable to play videos if it does not have the appropriate player and codec to decode the files. There are a variety of media players like VLC and QuickTime which are designed to play these files.
yes
turn the game into a ROM file and download a ps2 emulator, and yes it is legal to play ROMs on your computer as long as you own the original game. it doesn't become illegal until you play games you don't own. but i don't know how to turn PS2 disks into ROM files, but i would suggest just playing them on a ps2 because any game that uses a joystick becomes complicated on the computer unless you have a game pad with joysticks, but then its just like playing on a console but probably slower and worse resolution.
No, emulators are not dangerous. Emulators just help you to play games on your computer. They don't do any harm to your computer at all.