Probably a stupid question. (PCSX2 doesn't detect the image file)

So, to start off, I am EXTREMELY new to emulation. I have downloaded PCSX2 version 1.4.0 (as requested by the game page.) I am attempting to emulate Shadow of the Colossus for Ps2 (Link here: http://www.emuparadise.me/Sony_Plays...51218-download, but after I extract using 7zip and look for it on the emulation software, it does not show up. The ending file type is a Disc Image File (or so my computer says...) If anyone has ANY help at all, please add them in the comments, and please try to be as simple as possible. As I said, I am new to all of this.