How do you play downloaded games on a PS3

Sometimes the games are in folders under the games section. You can use the options key and combine them by type or split them. You might have to first click the folder to open it and find your game.
It depends on if you have downloaded it from the PlayStation Store, if you have you can access it by going to 'GAMES' on the User Interface, then scroll down to the title of your game.
Games can only be downloaded from the Playstation store and then they are installed and available under the games section