Depending on whether you are playing on original hardware or an emulator, the process for using a downloaded save file varies. For PCSX2 (Emulator)

For the 2006 game on PlayStation 2, save data is the key to bypassing the heavy grind required to unlock secret teams and legendary special moves. By using a 100% completed save file, you gain immediate access to content like Germany Jr. and the All Star Edit Mode without having to replay the lengthy Story Mode multiple times. What a 100% Save Data Unlocks

Much of the game's depth is locked behind Story Mode milestones, which are recorded permanently to the save data once completed: Secret Teams