No. The original Kingdom Hearts (PS2, 2002) and Kingdom Hearts II (PS2, 2005) are **strictly single-player** experiences. You control Sora exclusively; Donald and Goofy are AI companions.
There is **no local split-screen, no online co-op, and no drop-in/drop-out** in any PS2 Kingdom Hearts title.
If you want to play KH with a friend, **Birth by Sleep (PSP/Vita/PS3/PS4/PC via 1.5+2.5 ReMIX) Mirage Arena** is the only substantial co-op mode in the series.