If you're using a DualShock or DualShock2 controller, you're probably going to need USB adapter. Googling "dualshock usb converter" should give you plenty of options to look at. Once you've gotten that, make sure any necessary drivers for the adapters are installed on your OS. Every emulator is a bit different in my experience, but usually wherever you configure any input settings, you just use your controller instead of the keyboard. If everything goes alright, the emulator should read the input and register any buttons or joysticks.