Basically, extracting the MAME in a folder and then downloading the ROMs and extracting them into the emulator 'roms' folder.
To understand the installation process and how to use the program, consult the MAME documentation of developers. Your best bet is to enable MAME via the command line regardless of how adverse you are to coding or to download a compatible third-party front end. The emulator has a naked, but confusing graphical interface. MAME is the best way to play arcade games, but it isn't user-friendly.
