Here's a tutorial for how I got Dangan Ronpa working on JPCSP (with audio!). It may be a little rusty/jumpy since I haven't worked with this emulator/making a tutorial in a while, but let's get started!
NOTE #1: THIS IS FOR PC ONLY.
NOTE #2: MAKE SURE YOU HAVE WINRAR, WINZIP, OR 7ZIP.
NOTE #3: MAKE SURE YOU HAVE EXTENTIONS SHOWN (.iso, .rar, .zip, etc.) (START > Control Panel > Folder Options > View tab > Under Advanced settings: UNCHECK Hide extensions for known file types > OK)
I can try to help as much as possible after all this, but bear in mind, all computers handle things differently.
Toss me an ask if you need more explaination and happy Dangan Ronpa-ing! (I would've put a fandom reference, but I don't know any.)