http://redump.org/discs/system/psx/ -- gives you a cuesheet for each published PSX CD. However, for the most part, all PSX games are the same:
FILE "<filename>" BINARY
TRACK 01 MODE2/2352
INDEX 01 00:00:00
The only exceptions are PSX files that also contain red book audio tracks that play alongside the game. These need a more complex cuefile to let the emulator know where to find the tracks and how they're encoded.
Of course, you'll also need an .m3u file for multi-cd discs; to use that, you first add the cue files to OpenEmu, and then drag the m3u file listing the order of the disks into OpenEmu too; if it finds the referenced cue files, it'll remove them from the GUI and replace with one file based on the m3u. Then you can switch between CDs in the interface using the floating control bar.