Because there is no native PSP version of GTA 3, "PPSSPP downloads" for this game usually refer to a total conversion mod built on the GTA: Liberty City Stories
Since there is no official PSP release, "GTA 3 for PPSSPP" usually refers to fan-made projects or converted files: Seen in Liberty City Download Gta 3 Ppsspp Android
You will need a GTA 3 PSP-compatible disk image file. Because there is no native PSP version of
emulator using fan-made mods or by playing its official PSP-exclusive prequel. Option 1: Playing GTA 3 via PPSSPP (Fan Mod) Download Gta 3 Ppsspp Android