The PSP does not natively support user-created themes on Official Firmware (OFW). Sony only allowed pre-installed themes (wave, solid colors, game-specific) and official themes from the PlayStation Store (discontinued 2016).
.ptf) is signed/encrypted per-console⚠ Risks: Bricking (rare with modern installers), voids warranty (irrelevant now), PSN ban (PSN dead on PSP), instability if plugins conflict.
.ctf (custom theme) loading from ms0:/PSP/THEME/.ctf with custom icons, sounds, fontsVerdict: For true custom themes, CFW + CXMB is the only functional method. It's stable, reversible (on non-permanent CFW), and the community has 15+ years of themes archived.