You need to use the Command Prompt.
Here is the translated instructions:
QUOTE
To generate cache files:
- The fbacache.exe program is needed. You need to copy the ROM and those that it depends on to the ROMs directory and execute "fbacache.exe -d [romname].zip"
- For example with Metal Slug 5, copy mslug5.zip and neogeo.zip to the ROMs directory and execute "fbacache.exe -d mslug5.zip"
- If all goes well, this will generate the file mslug5.fba; this is the one you must copy to the ROMs directory of FBA2x; ONLY THIS FILE, mslug5.zip and neogeo.zip are not need (unless another game needs neogeo.zip
Alternative instructions:
1. Copy the ROM set & BIOS set (neogeo.zip or pgm.zip) to the "roms" folder
2. If it's a clone set, copy also the parent set
3. Open the Command Prompt, and go to the FBACache directory
4. Type and enter "fbacache.exe -d [romname].zip" (no quotes, and [romname] is the ROM set's filename)
5. Wait until the dumping process completes (make sure no missing files are indicated)
6. Copy only the [romname].fba to the ROMs folder of FBA2x in the SD card