After, double click the PPSSPPWindows.exe file in order to start the emulator. Your emulator will now be ready to play God of War: Chains of Olympus rom. But now you’ll need to find the correct ROMs online. A ROM is essentially a virtual version of the game that needs to be loaded into the emulator. Step 2: return to PPSSPP and hit File > Open. Navigate to the downloaded .exe file and double click it to open it.