1 Help! Changing discs on PCSX-R (Mac)?

I've just played to the end of FF7 disc 1 on PCXS-R and have two problems:

First, I don't know how to change discs. In videos I see some people have an "Emulator" tab with "Change Disc" as an option, but this doesn't appear for me. "Run Recent" is an option but I'm not sure whether that's what I want.

Second, I played through the first CD on a .PBP file. Do I need to convert the other disc files to .PBP? I read somewhere that all 3 CDs might actually be on the .PBP... If so, how do I change between them?

Huge thanks for any advice!