If you've had an odd hankering to play some old PlayStation games on your Xbox One, you can now download an app to do so. Yes, you're correct in your assumption, this won't be through an official method and will instead be through an emulator that has slipped onto the Xbox Store.
WinPDFReader by JarlStudio is an app that is advertised as a PDF reader but also has a hidden component, namely its PlayStation emulator. By executing a special code, you'll be able to access the hidden emulator and start playing games. You can load titles from an external device, but be warned, performance is mixed.
If you want to partake in this novel bit of fun, you'll want to download the app from the Xbox Store. Word of warning, this app violates Microsoft's terms of service, so there is a high chance that the app will be pulled, along with any licenses that were issued. This means that even though you purchased the app for $10, you could lose the money and might not be issued a refund.
Update: The app has now been removed. Thanks for the tip Brandon H.