If you purchased a modded PS1, it is equipped with a modchip, which allows for backup game discs to be played. The most important thing to be aware of is that you are REQUIRED to burn onto a CD-R. The disc drive is unable to read any other media.
You can get your games anywhere you can find ROMs, and burn them to the CD-R using any burning program you’d like. If you have never burned a disc, ImgBurn is an excellent tool.