First you must install them and they must be games for the PS3 and not the PSP. Look under games on the menu bar of the PS3 and click on the game. You might also have to download updates before you can play the game after you install it.
If you have downloaded them from the Playstation Store
by going to the playstation store
The PS3 must download games exclusively from the Playstation Store. Once downloaded they can not be downloaded from the PS3 harddrive thru the USB port. PSP games purchased at the Playstation Store can be stored on the PS3 and played on the PSP
Yes when they are downloaded from the Playstation store
The current versions of the PS3 will play converted (downloaded from the PS Store) PSone and PS2 games. Older, original PS3's (first release) support both PS2 and PS3 disk games. The PS3 will not play PC, Nintendo Wii, or Xbox 360 games.
It can not. There is not a working PS3 emulator
Press X on them
If you PS3 has an internet connection the only place that games are allowed to be downloaded from is the Playstation Store
you can't play burnt Blue rays on a PS3 system, the advanced Blu Ray technology disallows pirate copies, although you can legally download games off the PlayStation Store
PS3 games must be downloaded from the Playstation Store to work as a download on the PS3.
Often the games downloaded from the Playstation store are higher priced except sometimes with Playstation Plus membership. There is more competition in the sales of older game discs among retailers although newly released games are nearly the same price everywhere. Downloaded games are easier to play and store, but can not be traded in after you no longer want them
The only games that can be Downloaded on the PS3 must be from the Playstation Store Exclusively