There are a few things you can do to speed up the process of downloading a game on your PlayStation 4. One is to use a file manager such as FileZilla or Nautilus to browse and select the files you need for your game. Another is to use an online service such as PlayStation Network or Xbox Live to connect and share files with others. Finally, make sure that your PlayStation 4 is connected to the internet and that your computer is up and running so that you can download games.