Use an app like ZArchiver to unzip the .7z or .zip file.
If you specifically want to use the PPSSPP emulator, you must download a modded version of or Naruto Shippuden: Ultimate Ninja Heroes , as these are the actual base games compatible with PSP hardware. Download Naruto Ultimate Ninja Storm 1 Ppsspp
: There is no official PSP or PPSSPP version of the first Storm game. Use an app like ZArchiver to unzip the