We’d suggest Retroarch – it’s open source, fast and one of the most frequently updated. Step 1: you can start by downloading a reliable and bug free emulator. The second component is the Yu-Gi-Oh! Forbidden Memories game itself to play on the emulator. The first component is the emulation program which can imitate the psx OS and software.
There are two components for playing a psx Yu-Gi-Oh! Forbidden Memories game on your PC.
How To Play Yu-Gi-Oh! Forbidden Memories On PC