This thread is not for helping you with an emulator. There are plenty manuals/how-to available in the internet (do a search). One of them is my guide (a little outdated) https://www.mameguide.info

Of course you can also open a thread in the forum asking for help, but not in this topic here please.

and btw I would start with an emulator, investigate how it does work, what is needed, download only some roms and try it out. I would not download all files here as a start.

MAME is huge, complete set for V 0.226 if you want a really complete set:

- ROMS: 72 GB

- CHDs: 515 GB

- Softwarelist (roms & CHDs) : 2.5 TB (not available here)