You cannot play a PSP game without the emulator.
Search results claiming to offer "Forza Horizon 4 PPSSPP zip file download verified" are categorized as follows: You cannot play a PSP game without the emulator
: Forza Horizon 4 was developed by Playground Games and published by Microsoft Studios exclusively for Windows PC , Xbox One , and Xbox Series X/S . You cannot play a PSP game without the emulator
. PPSSPP is an emulator exclusively for PSP games; it cannot run modern Xbox One or PC titles You cannot play a PSP game without the emulator