To play the KH: Final Mix games you need to buy a product called "Swap Magic" for your PS2, which is a disc you put in your PS2 which runs software to temporarily disable region lcoks on the next game you place in your PS2. Once you have that, you need to import the KH: Final Mix games from Japan, the games will be entirely in Japanese and the Swap Magic will not translate the game in any way. Once you have the game, you place Swap Magic in the PS2, it boots up and tells you to insert an imported PS2 game, then put KH: Final Mix in your PS2, you will need to do this every single time you want to play KH: Final Mix.
Buying the Swap Magic and both KH: Final Mix games should cost you anywhere from $100 to $150. Personally, if I were you I wouldn't bother importing them, the KH Final Mix games are not that great, the new content is not all that special, and you won't be able to understand the game at all, and the games will be 90% the same game as KH and KH2, identical gameplay-wise. Any new content in the KH: Final Mix games that's worth seeing, you can watch in Youtube videos with subtitle translations so that you can understand them