If you are running Windows XP, you can find it by clicking on Start --> All Programs --> Accesories and you'll see the command line with this icon:
Then, depending on where you installed MAME, you should look for it through the command line. Let's say you installed MAME in C: and you created a "MAME" folder in there. When you open the command line, you'll see the following:
Code:
C:\Documents and Settings\*your windows account*>_
Type "CD.." 2 times until you get to this:
Then type the following:
And then, type:
Code:
C:\mame\>mame *game name*
And that's all.
There's a version of MAME called MAME32 which has a GUI (Graphical User Interface) to make things easier. Go to the
main site and look for it in the MAME section.
Notice that in the MAME forder there's a "rom" directory. You should uncompress the files and put them in there.