If you specifically want to play (the game with the boss battles against Pain and the Journey to the Land of Iron), you cannot play it on a PSP emulator. You must:
However, the "zip files" or "ISO downloads" you find online for PPSSPP are typically fan-made mods of existing PSP games. Understanding "Storm 2" for PPSSPP If you specifically want to play (the game
Many ZIP files include "Storm 4" or "Storm 2" texture packs to upgrade the visuals. If you specifically want to play (the game