Question is actually a bit more than what the title suggests.

To be very specific, I was looking to emulate the Xbox versions of Fatal Frame 1 & 2 (for now, at least), but sadly I don't know which emulator is right to use, or if there's even a "right" emulator. On top of that, I noticed that they were divided up into parts. How does it work then? Does the emulator compress them all into one whole game? Or will I have to jump from part to part?