You'll need a console emulator for the PlayStation. There are a few emulators that can be downloaded for free, such as ePSXe. For the emulators to work, you will need the PlayStation BIOS, which is copyrighted by Sony. However, it can be easily found online, though you should know that you are potentially stepping into a legal minefield by downloading it.

You will also need to have a ROM image of the game that you wish to play, which is a backup of the game CD. You should be aware that while it's OK in most countries to create a ROM image (for backup purposes) of your own games, distributing that ROM or obtaining an unauthorized ROM image is illegal. We recommend that you check the laws within your country before proceeding.