You can easily move your progress between devices (like from a PC to a handheld) by copying the entire .ps2 file from your emulator's /memcards/ folder to the new device's folder.
By default, PCSX2 stores memory cards here: Memory Card Save File For Pcsx2 -.ps2-
If you have individual save files (like .max or .cbs ) and want to add them to your virtual memory card, follow these steps provided by the Official PCSX2 Documentation : Open the in PCSX2. Select the memory card file you want to use. You can easily move your progress between devices