No Fire Emblem game was ever released for PSP. The series is Nintendo-exclusive (GBA, DS, 3DS, Switch, mobile). PSP cannot run Nintendo cartridges or DS/3DS games natively.
To play Fire Emblem on PSP hardware: Only via emulation (custom firmware + emulators like gpSP for GBA, DeSmuME for DS — both run poorly on PSP).
Emulation on PSP is a poor experience — play on intended hardware.