The game will now appear in your main library list. Double-click to compile shaders and play. Method 2: Using Modded PS3 Hardware (CFW or PS3HEN)
This article explains everything you need to know: what a PKG file is, how it differs from a standard PS3 ROM (ISO/JB Folder), how to install them, the risks involved, and where the legal lines are drawn. roms ps3 pkg
You cannot simply plug a USB drive with PKG files into a retail PS3 and expect them to run. Your console must be running "Modified Firmware" to bypass Sony’s licensing checks. The game will now appear in your main library list