I suppose you're referring to an online gaming store where you can find games to purchase or download free and also play online. If that be the case, then they are quiet a lot of online game stores that provide such services. But amongst them, they are some worth mentioning which are more reliable than others.
PPSSPP is one of many online gaming store and quiet a good one too. PPSSPP isn't just the regular kind of store where you download games on any device to play, it's online. It's also like a medium, giving you a safe space to download from other sources and then install them on the PPSSPP platform. You'd also find countless links to many PPSSPP friendly sites where you can either purchase or download free games of your choosen. All you have to do is visit PPSSPP site and download the platform, it's also available on mobile app, install it and run the program. As simple as that.