I just run "DISPLAY=:0.0 ./PCSX2" from the bin directory (of course, adjust DISPLAY to whatever it is on your system). If that doesn't work then it's probably to do with the way I setup the chroot. For the chroot setup I followed the manual building steps in https://wiki.freebsd.org/i386-Wine , but I also mounted my home directory and /tmp from the host (I setup a user in the chroot too).
Code:
mount -t devfs devfs /compat/i386/dev
mount -t nullfs /usr/ports /compat/i386/usr/ports
mount -t nullfs /home/turtleli /compat/i386/home/turtleli
mount -f nullfs /tmp /compat/i386/tmp