Your PSP needs to be running custom firmware, such as version 6.60 or 6.61 , which can be installed using modern tools like ARK .
You need a dedicated Game Boy Advance emulator designed for the PSP. Pokemon Sapphire For Psp
Playing on a PSP is a popular way for fans to enjoy retro Nintendo titles on Sony’s classic handheld hardware. Since Pokémon was never officially released for the PSP, this is achieved through homebrew software and emulation . Requirements for Playing Your PSP needs to be running custom firmware,
Several emulators are highly rated by the community for their performance and features: such as version 6.60 or 6.61
To play Pokémon Sapphire, you must first modify your PSP to run unsigned software.