For RACE!, you can install the "RACE" folder anywhere, but you have to place your ROMs in "sd/roms/ngpc".
The ROMs have to unzipped, and their filenames must be shorter than 32 characters (including the file extension). Also, make sure you don't have more than 254 files in the folder.
If done correctly, you should be able to boot RACE! and enter the file selector. You should see your ROMs, and after selecting a ROM, it should load it successfully.
For MAME (either MAMEGP2X or MAME4ALL), you can install either anywhere, and place your ROMs in the "roms" folder provided.
The ROMs have to be formatted to follow specific MAME versions; MAME 0.34 for MAMEGP2X and MAME 0.37b5 for MAME4ALL. You can do this by using the "clrmame.dat" files provided with a tool called "
ClrMame Pro". The ROMs are compressed and have their own specific filenames (which you can see in the "gamelist.txt").
If done correctly, when you launch MAME, you should see your ROMs in the file selector. Select a ROM, and then continue through the configurations (you can tweak the settings there, if needed) until it loads successfully.
Some ROMs do not work due to incompatibilities or are not supported, while some would require parent ROMs or BIOS files to be present as well in the ROMs folder.