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It worked.

It was in a 7-zip file

Then how do I load it into PCSX2?

There originally is no iso file in the folder and this wasn't extracted.

This screenshot here should help.
https://postimg.cc/DJ3CBxRj

There are no zip files in the folder.

Sorry.

I downloaded Metal Gear Solid 3: Subsistence (Disc 2) from *link removed* and I'm having trouble figuring out how to load the it as there's no ISO file.