For most games copy the DLC folder on the GAME folder but for some it needs to be placed on the SAVEDATA folder, always check the readme for details.Usually same DLC will work for all regions of the game provided you change the DLC folder to match your game ID (without dashes '-').
First make sure you understand how to use the DLC files following the guide linked below: Tutorial: How to use DLC This list is the biggest and most complete list of Playstation Portable Games with Downloadable content on the web.The DLC can be used in both PSP Consoles and PPSSPP emulator.
These are Direct Download links for Sony PlayStation Portable Downloadable Content / PSP DLC.