No official Spyro game was released for PSP. The original PS1 trilogy (Spyro 1/2/3) and Spyro: A Hero's Tail (PS2) are not natively compatible.
Converting your own PS1 discs to EBOOT.PBP for personal use on CFW is legal in many jurisdictions. Downloading ISOs is not.
Recommendation: Spyro Reignited Trilogy on Switch/Steam/PS4/Xbox is superior (controls, graphics, save states, 60 FPS). Play that instead. If you must use PSP, CFW + POPS is the only way.