A PSP uses very a very specific file download system and to do this you need to make sure it is a supported file. If you know that it is a supported file, make sure you have the most recent firmware (v5.02) then go to your internet Browser and find the website that has your download and click the download link... Your PSP should ask you what to do with the download, Select save file and wait for the file to download... Once it is done, go to where you downloaded it on your home screen and open the file. If it says "Cannot open Currupted File" this means it is an unsupported file. (To get the new firmware update go to: Home >Settings >Network update.) You need a wireless internet connection to do this.
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There is no PSP version of Minecraft.
Yes, the PSP can connect to the PlayStation Network, where you can purchase and download games.
No you can not
No,download only.
A torrent is a file that you download that links you to other peers who are sharing it, to download the file the torrent specifies. To download a torrent, you need a client such as utorrent. A psp torrent I am assuming is a .torrent file used to download psp games.