How to get games for PPSSPP
PSP games are games originally created for the Sony Playstation Portable, or PSP for short. They are normally sold as either small plastic "UMD" discs or as downloadable content. To use them with PPSSPP, we must turn them into files. An "ISO file" is a raw copy of a disc, which can optionally be compressed into a "CSO", or compressed ISO. For instructions on how to do this yourself, see the instructions on dumping games.
PSP games that have been downloaded from PSN onto a real PSP can be copied off the PSP through USB and played directly.
If you are running the PC version of PPSSPP and you have the game you want to run as an ISO, just do File-Load, or use the Games tab to navigate to your game. Clicking the up arrow moves up a directory level.
How do I get them onto my Android device?
If you want to play on your Android device (or other portable), then follow these steps:
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Install PPSSPP on your Android device
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Connect the device to your PC where you are storing the ISO or CSO file. Android devices can be easily connected via USB cable.
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The device should show up in Windows Explorer. Now simply copy over the files to somewhere easy to remember - for example, create a folder called "PSP ISO" and copy your ISO and CSO files there.
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Now, start PPSSPP, navigate to your new ISOs on the Games tab, then click the game, which now should show up with an icon.
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The game should now start. That's it!