Once the files are in the correct folder:
A perennial issue for the PES franchise has been the lack of official licenses for certain teams and leagues. On home consoles, players could often download "Option Files" via the in-game menu to replace generic team names and kits with official ones. On the PSP, this process was strictly manual until the distribution of save data became prevalent. pes 2014 save data psp
If you are looking for a specific or having trouble loading a file, let me know: Are you using a physical PSP or an emulator ? What is the region of your game (US, Europe, Japan)? Once the files are in the correct folder: