If you've generated a mame.ini then so long as your roms are zipped and in the roms folder and compatible with the version of mame you are using you should be able to pull up a command prompt, go to the mame directory and simply type mame <romname> and the game should load.
So at the command prompt you type cd C:\mame, then type mame puckman for example.
In the mame ini it specifies an entry for rompath. This should just read 'roms' if you have your roms in the standard mame roms folder. When you execute mame it will look in this folder for the selected rom (which needs to be zipped).
Win32 Binary commandline mame is not the same as Mame32.
If its still not working, then there has to be either a problem with your directory structure, your roms, or you are simply using the wrong version of mame (i.e. Dos mame, Win32 source, etc).