Buy a physical PSP game disc, rip it into an ISO using a hacked PSP or PC DVD drive (legal backup under fair use in some regions), then transfer that ISO to your Android’s /PSP/GAME/ folder.
Forza Horizon 5 on Android PPSSPP: What You Need to Know Forza Horizon 5
When searching for PPSSPP ISOs for games that don't exist officially, practice safe browsing:
If you want a native racing experience without streaming, check out these official titles: Forza Street (The official mobile entry in the Forza series). Real Racing 3 or for high-end mobile graphics.
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