PSP emulator

Hi, I'm new e I've a problem with pspe and potemkin emulator. I've a game with .cso extension and one with .iso, but I haven't understood how the emulators work. I've downloaded them from the site, with the SDL-1.2.8-win32 for pspe, but I cannot run the game. Is there anyone who could clearly tell me what I have to do?
Thanks.

Doesn't the psp emu only run the one game ?

pspe is very old. and only runs demo roms. It does not do isos.

You probably should look at PSPemulator http://www.soywiz.com/d/pspemulator/