im moving this to the pcsx section then, epsxe is a totally different emulator. this looks like some sort of package that contains the game and the emulator pre-configured or something though, there is no "pc version" of ff9.
well this appears to be an all-in-one download that contains an image of the game, the emulator and the BIOS, and presented as the "pc version", which it is not, square has never released such a thing. you can see a similar example to your case in the thread below-
since it includes the game and the BIOS we cannot give support for it, both of which are illegal to distribute since they are copyrighted material, sorry. if you want assistance you need to buy the game and/or console and rip/dump the material yourself.