PPSSPP only runs PSP games. God of War II was never released on the PSP.
Watch these guides to learn how to set up the emulator and find the right game files: 04:41 download new file god of war 2 ppsspp
If you prefer games natively built for the PPSSPP emulator, consider the two official PSP titles that run perfectly on the platform: God of War: Ghost of Sparta PPSSPP only runs PSP games