A BIOS is a copy of the PS2’s system software. PCSX2 legally cannot provide this. You must dump it from your own PlayStation 2 console (there are online tutorials for this). Alternatively, you can search for "PS2 BIOS 2.0 download," but remember that distributing BIOS files is technically illegal. Many emulation guides include links to "archive.org" for BIOS—exercise caution.
Here is a rough guide: