or
If you are looking to play other actual PSP games from backups you own, follow these steps on a device with Custom Firmware (CFW)
Terminate the USB connection and unplug the cable.
If you meant a different game (e.g., a PSP game similar to Subway Surfers), let me know and I’ll help you find legal ways to play.
Use the D-Pad or Analog nub to change lanes, the Cross button to jump, and the Circle button to slide.
If you want the physical feel of playing Subway Surfers on a dedicated gaming handheld, you have much better modern alternatives than trying to force it onto an aging PSP: 1. Android-Based Retro Handhelds