You cannot install PS2 games directly onto a PC like a native application. PS2 games are compiled for the PlayStation 2's unique hardware architecture (MIPS CPU, custom GPU), which is fundamentally different from x86/x64 PC hardware. Sony provides no official software to run PS2 discs or ISOs on Windows.
Emulation simulates the PS2 hardware via software, allowing you to run game ISOs.
Playing PS2 games on PC is a fantastic way to preserve and enhance your library, but it requires technical setup and respect for intellectual property.