You cannot just drag-and-drop a .cbz file. You need to convert it using a PC tool.
If you have a UMD copy of The Amazing Spider-Man or Alice in Wonderland comics, the app is on those discs.
The official Sony app is slow and requires conversion. If your PSP is running , you have a better option:
If you’re searching for "Digital Comics PSP 6.61 Download," you likely want to turn your old handheld into a portable manga or comic book reader.