Installing games via PKG typically requires a FAT32-formatted USB drive.
Most PKG games require a companion ".rap" file, which acts as a digital license to "unlock" the game once it is installed via HEN. Safety and Ethics ps3 hen games pkg link
For game backups, the emulation and homebrew communities widely utilize tools that source files directly from Sony's official Content Delivery Network (CDN) servers. ps3 hen games pkg link
Place your .rap file inside dev_hdd0/exdata/ on the internal hard drive or an external USB's exdata folder. ps3 hen games pkg link