Emergency contraception is quite effective, but it isn't as effective as birth control - so yes, a small minority of people take EC but end up pregnant anyway.Since it's been 2 weeks, you can take a pregnancy test if you're worried or if your period doesn't turn up on time.
The second pill is necessary; it's always important to take any medication as you're directed.
What some doctors are now suggesting is that it might be okay to take both pills at once - not that you only need one out of 2 pills.