PSP game vouchers are redeemed outside the PSP itself via the PlayStation Store on a web browser, PS3, PS4, PS5, or PC.
PSP’s native PlayStation Store shut down July 2021 (purchases) / July 2023 (downloads). If the voucher is for a PSP-specific title, you may be unable to download it today. Check Sony’s current policy or use a PS3/PS4 to download then transfer via Media Go (legacy PC app) if still functional.