Assembly? That is the only time I ever hear reference to MIPS so you will have to learn assembly and find a program like SPIM (a MIPS simulator). Assuming I'm understanding you right.
I would still be wary though. Especially when the claim things like that site does:
This is the official 'PSX SDK' that licensed Sony developers used to make their games. Don't use any other SDK besides it, as this has everything you will ever need and works flawlessly.
Based out of Australia according to a domain lookup.