If you see websites or "zip file" downloads claiming to offer Forza Horizon 3 for PPSSPP, they are often: Modded Versions : These are usually older PSP racing games, like Test Drive Unlimited
RacingGamesHub | Category: Emulation & Setup Guides forza horizon 3 ppsspp zip file download
was never released for the PlayStation Portable (PSP). It was developed exclusively for Windows 10 If you see websites or "zip file" downloads
PPSSPP can read both, but with a nuance: but they are in their infancy.
Perhaps you meant "PPSSPP" as a generic term for "emulator." There are emulators for Xbox One and PC, but they are in their infancy.