Many game companies released downloadable demo versions of their games for the PSP. Some of these can run in PPSSPP. These files are legally free to download. Unfortunately the PSP Demo Center that used to host them is no longer online.
The PSP was released in 2005, and contained a number of bugs that made it easy to run your own code on the device. A large community of hackers emerged who wrote their own software for the device. There's now a lot of little homemade games to run.
If you have manually downloaded homebrew, unzip it and put the game folder in PSP/GAME in your memstick directory.