Download the .iso or .cso files for these legitimate PSP games (from your own backups or public domain sources where legal) and place them in the PSP/GAME folder on your Android device’s internal storage. Then open PPSSPP and navigate to the file.
When the "game" finally loaded, Leo didn't find the streets of Guanajuato. Instead, he found a heavily modded version of Gran Turismo or Need for Speed: Underground Rivals from the PSP era. The cars had been reskinned to look like the Mercedes-AMG ONE, and the UI was a clever imitation of the Forza festival menus.
If you want to enjoy Forza Horizon 5, consider playing it on supported platforms or via Xbox Cloud Gaming on your mobile device. Always use official stores (Google Play, Microsoft Store, Steam) for game downloads.
If you want to play the actual game on an Android device, you can use cloud gaming remote play rather than an emulator: Forza.net: The official home of Forza