Before extracting any .zip or .7z file, scan it with Windows Defender or Malwarebytes. Never run an .exe file claiming to be a ROM.
ROM sites often host aggressive pop-up ads. An ad-blocker (like uBlock Origin) is non-negotiable. A VPN hides your traffic from your ISP.
Go to the official website (ppsspp.org) to download the emulator. Do not download emulators from ROM sites.