To run backup files (ISO/CSO), your PSP usually needs to run Custom Firmware (CFW) or have a custom bubble installed (such as through the ARK or TN-V exploits). A stock PSP from the official Sony update will not recognize ISO files.
These are archive formats. You cannot play these directly. You must extract them using a tool like WinRAR or ZArchiver to find the ISO or CSO file inside. How to Play GTA on Your PSP Today gta san andreas psp iso cso zip file download upd
No. The network code from the PS2 version was stripped out. No Ad-hoc or Infrastructure mode. To run backup files (ISO/CSO), your PSP usually