You will need to use a tool called MyMC (Memory Card Manager) to import the save into your existing Mcd001.ps2 file. Using MyMC to Import Save Files (Recommended)
A particularly tricky area for God of War 2 is region incompatibility. A save file from the PAL (European) version of the game will not work on an NTSC (US/Japan) copy, and vice versa. If your downloaded save doesn't appear, it is almost certainly a region mismatch. Pcsx2 God Of War Save Game Memory Card