There are a few reasons that you might want to buy games from other regions of the PlayStation Store, with the most common being:
In order to buy games from another region, you need to do two things: create an account associated with that region, and buy a PSN card for that region.
Simply create an account on the PlayStation Store that is associated with the country that you want to buy games from. Make sure that you select the correct country (the country you want to buy games from, not the country that you actually live in) when you sign up. You will have to enter a physical address when you sign up – this can be anything (just search Google for valid addresses in that country, if you like).
The one exception here is Korea – it is essentially impossible to create a Korean PlayStation account unless you actually live there, since you need a Korean i-PIN to register.
You will not be able to use your own credit card on your international PlayStation account directly, since Sony checks to make sure that the country your credit card was issued in matches the country of your PlayStation Store account (so you can only use a Canadian credit card to buy games in the Canadian PlayStation Store, for example). The simplest way around this is to buy an international pre-paid PSN card from an external website. There are a few different options for this, depending on the region for which you want to buy a card:
Once you have added funds to your other-region account's PlayStation wallet, you can buy games on that region's PlayStation Store. Make sure that other-region account is activated on your PS4 or PS5, and that your PS4 or PS5 is set as the primary device for that account. Then any games that you download on that other-region account can be played by any account on that PS4 or PS5.