About LLE emulation

But how that works actually. Is that means that some code doesnt need to be emulated, rpcs3 just use code of decrypted external sprx? Or just emu itself cannot decrypt sprx files on the fly, yet?
What when game comes with own sprx files?

I tried first random game with cell spurs wait flag and it started work with LLE modules. Awsome.

It emulates the modules, as they are on the PS3. It's likely quite a bit slower, than HLE - especially some modules, like video playback.
Not exactly sure what you mean by decrypting on the fly - it can do that, as evidenced by you being able to decrypt them.

The .sprx files are "modules". Games can have their own modules, AFAIK. For example, a game developer could have a "Common" module, that would include code for different calculations, in a simplified form, so instead of writing 60 lines of code, they could write only 1 or 2, by using the method that they implemented in their "Common" module. That's how I think it works - haven't made a test sample, that uses that myself.

I have sprx and elf . Do i need to decrypt it ? And , how i can do it , some program or something else?

You need to decrypt them, as BlackDaemon explained.