PlayStation 3 (PS3) games can be downloaded directly to your console from the PlayStation Store using redemption codes or by spending money from your PlayStation Network (PSN) account. The PS3 walks you through the download process immediately after purchasing the game.
Steps
Part 1 of 2: Loading the game

Step 1. Make sure the PS3 has internet access
To access the PlayStation Store, the console must be connected to the Internet.
Open Settings> Network Settings to connect your PS3 to either Wi-Fi or a router via a network cable for a faster, more reliable connection

Step 2. Turn on your PS3 and navigate to the PlayStation Network section using your controller to navigate

Step 3. Scroll down the list and select "PlayStation Store"

Step 4. Select Sign In and then enter your PSN login credentials
To be able to download free and paid games, you first need to register. If you don't have a PSN account yet, follow this guide to register.

Step 5. Open the "Games" section on the left sidebar of the PlayStation Store
This will display a list of all the games available for download from the PlayStation Store.

Step 6. Scroll through the list of games using the navigation arrows on your controller, or enter a keyword in the search field to find a specific game
Open the Redemption Codes section on the left sidebar of the PlayStation Store if you purchased the game elsewhere and would like to download it to your console. The PS3 walks you through the process of entering the code and downloading the game

Step 7. Select a game to view additional information about it, such as its description, price, and required hard disk space
Some PS3 games are completely free.

Step 8. Click "Add to Cart", then "Open Cart"

Step 9. Select “Go to checkout” and then “Confirm purchase”
Once the value of the game has been deducted from your wallet, you will receive a confirmation email with purchase details.
Select "Add Funds" on the confirmation screen if your wallet does not have enough funds to purchase the game. Follow the onscreen instructions to fund your account using your credit card or PSN card

Step 10. Specify where exactly the game will be stored on the PS3
You can save the game directly to PS3 memory or to external media. The PlayStation Store will then begin installing the game on your console.

Step 11. Wait for the download to finish
Once the download is complete, the game will be available in the Games section on your PS3.
Part 2 of 2: Potential Problems and Solutions

Step 1. If the download process freezes during the installation phase, switch from wireless to wired
Generally, a wired Ethernet connection is faster and more efficient at downloading games than a Wi-Fi connection.

Step 2. If the new game doesn't want to load on your PS3, try deleting the old game files
Before downloading the game, Sony advises users to free up twice the required disk space. The required disk space is displayed on the game page in the PlayStation Store.
Go to Game> Game Data Utility, and then delete files for games you are not playing. This will free up space on the PS3 console without affecting the game itself

Step 3. If you still get errors during the download process, try downloading the game later
Game loading may freeze due to server issues, network congestion and slow connections.

Step 4. If problems downloading games persist, try installing all available PS3 updates
This will ensure that the console has the latest firmware that may be required to download new games.