Hello,
I have attempted to run Mega Man Legends on a few separate emulators.
Mednafen
Retroarch: Beetle/Mednafen PSX HW and PCSX ReARMed
ePSXe

I'm met with issues on all three, but the farthest I've gotten is with RA's PCSX ReARmed. I succeeded in running a Roll Cage demo perfectly. But can only get to the loading screen of MM Legends, where it stays for eternity. With raw Mednafen I could not get it to even run with the .cue file for MM Legends or Roll Cage. RA's Beetle/Mednafen always gives an failed to start error when attempting to start any .cue file. And with ePSXe I installed it two ways: first raw, loading BIOS and choosing plugins via setup configs. This version went fullscreen and stayed black, then crashed leaving my resolution out of whack. The second install was with ep's starter kit, which gave a plugin error when trying to load a .cue and not starting at all. I'm getting crazy tired of this round-and-round game with these emulators. I'd prefer RA to just play the game, but I can't figure out why it won't load. Specs below.

Operating System: Windows 10 Home 64-bit (10.0, Build 16299) (16299.rs3_release.170928-1534)
Language: English (Regional Setting: English)
System Manufacturer: Gigabyte Technology Co., Ltd.
System Model: GA-970A-D3
BIOS: Award Modular BIOS v6.00PG
Processor: AMD FX(tm)-6100 Six-Core Processor (6 CPUs), ~3.3GHz
Memory: 16384MB RAM
Available OS Memory: 16366MB RAM
Page File: 9484MB used, 9824MB available
DirectX Version: DirectX 12
DX Setup Parameters: Not found