no, you don't have to find 'special' kind of roms.
a rom is a simple (soft)dup of hardware (better: of its roms, refering to dups of arcadeboards, etc) - so it is of no matter on which platform your emu runs.
anyway - speaking about roms often turns into a big discussion. in my opinion roms are a good thing, if they are *not* misused by pirates and their 'customers'.
f.e.: i own some arcade-pcbs and neogeo-MVS including modules. for myself i sometimes use mame to start a short/fast game without rewiring my boards to the MAK/TV, etc. i own the hardware (i even paid for it), why shouldn't i use a dup of it to make life a bit easier? ok, the games were made to run on a special hardware in an arcade only (often), but i pay for this 'little misuse' with lesser stability and lower quality. you only get a real feeling and much more fun by playing the games on the hardware it was made for - thats a fact!