ISO's and such are only illegal if you do not have the original.
Example.
I have a PSX emulator and a FF7 ISO on my PC, but since I have a actual PSX and the actual FF7 game for PSX, it is legal.
Example.
I have a PSX emulator and a FF7 ISO on my PC, but since I have a actual PSX and the actual FF7 game for PSX, it is legal.