So, about one of my fav games

IN particular Legend of Dragoo, as it has 4 discs and there's 4 of them here.
Anybody know how this is gonna work as on the PS, I just switched in the discs, but here, nada.

I don't quite understand your problem.
Are you using an Emulator or a Modded PSX?You can download all four discs here on Romulation. Then you just treat them like four real discs and change when needed.

I'm using ePSXe, sorry if I forgot to mention that, but right now it kinda doesn't matter because I only have 3 or the 4 discs because I'm low on points, but yea, If I get to the point in the game when I have to switch out the game (like on the real one and actual Playstation), what do I do? (just so I can know what to expect)

You will probably need to use 1.5.2 or 1.6.0, since 1.7.0 has some issues with disc change.But you just press ESC to go back to the GUI (Graphical User Interface) and then click the Change Disc option, and load the next ISO like you did to play the game.

Well, I have the 1.7.0 version and will give the change disc a try.