You must have an authentic Microsoft Xbox 360 hard drive, as it contains the necessary emulation software.
How have I never played this game? (Midnight Club 3) : r/xbox360 midnight club 3 xbox 360 download
Since there is no digital download, you must source a physical copy from retailers like DKOldies or second-market sites. Why Isn't There a Digital Download? You must have an authentic Microsoft Xbox 360