Setting up Linux version
The following is a guide on how to obtain and compile the PCSX2 source code.
Obtaining the Source Code from GitHub
PCSX2 is hosted on GitHub, a website where people can contribute to each others' programming projects using the Git version control software. GitHub is essentially just a showcase for your projects, to work on them you need to actually download and install the Git software.
On Arch Linux:
#pacman -S git