Because the emulator is not real, the setup wizard will ask for permissions it doesn't need. Fake "PCSX4" installers have been known to scrape browser cookies, saved passwords, and crypto wallets.
If you actually want to play PS4 games on your PC, you need to use the correct project names. Currently, the two most promising (and legitimate) emulators are:
PCSX4 does not exist. It is a well-known fake emulator/scam that has circulated for years. There is no legitimate GitHub repository for a working PS4 emulator by this name. Real PS4 emulation on PC is currently led by shadPS4 and fpPS4.
Why this matters for your request:
Change into the PCSX4 directory:
cd PCSX4