1) Yes, you have to get the plugins. They are for graphics, sound, dvd drive, pad`s and some other that are not important right now. You can get them here or here .
2) Piracy is not suported on this forum, so we won`t tell you where or how you can download games. Sorry if that sounded harsh, but ngemu could get into trouble (and I know Sony is itching for this to happen) if they supported piracy. Please read the pcsx2 forum rules, general forum rules and pcsx2 FAQ, as it can help answer a few questions. For further help on how to configure your emulator read Bositman`s Configuration Guide.