PPSSPP not work in my PC

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Because:
1. PPSSPP needs ATLEAST OpenGL 2.0 to work and Intel hates OGL APIs. You'll need to wait for a DirectX implementation.
2. Don't compare PCSX2 to PPSSPP, emulators are something you can't compare despite any aspects of the hardware you emulate. PSP is not an easier or lighter console to emulate plus PPSSPP and PCSX2 use different kinds of directions in emulation that affect drastically speed, like PPSSPP is HLE and PCSX2 is (mostly) LLE, PPSSPP has more potential for better speeds than PCSX2 only by that aspect that defeats any other attempt to speed up an emulator. PCSX2 though uses DX9/10/11 for it's hardware graphics when PPSSPP uses OGL and OGL ES which tends to be inferior by a bit performance wise on Windows devices but it's the only widely cross-platform API which is the whole point behind PPSSPP as a project, hence it's name.
3. I'm not sure but implementation/support for more instruction sets could help ALOT in speed, like AVX and SSE4.x. So theoriticaly speaking PPSSPP would have a huge difference on a hardware that is just SSE2 and a hardware that is AVX with Exactly the same specs. SSE2 is pretty old so having a PC that has just that means that it's time to get a new PC if you have any kind of demands from it apart from light browsing, document reading/writing and some music/SD video watching. Those hardware that can't do anything more than SSE2 are more obsolete than a 4 year old android device that is either already way too slow for PPSSPP.