Idiots guide to using MAME Roms - help needed

Hi all,
please forgive my ignorance but all of this is new to me. I have a Pandora Hero 5 and want to get more Roms for it. I have found some on here that I want to download and use but when I download them I have no clue what to do then.
Do I need to change the files to something I can add to a USB to then run on my Pandora 6?
I know that that was probably a really dumb thing to ask but I would love for some help, maybe even an idiots guide as there is such a thing.
Hope someone can come to my aid, please.
Cheers!

I have never dealt with pandora hero 5, but i found a video that i think can help you, I sent you a link via PM, also some when i mame roms doesnt work, download a different rom of the same game,

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Originally Posted by Scorpodox15

I have never dealt with pandora hero 5, but i found a video that i think can help you, I sent you a link via PM, also some when i mame roms doesnt work, download a different rom of the same game,

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Thank you so much, I really appreciate the help!

Mame Tutorial https://fantasyanime.com/emuhelp/mame

Hello im also interested I didn't know anything about which game work or don't work so I got all of them with mame 0.138 all the way to .200 so from what I know I have more than 500gbs in files but don't know which would be the next thing to do to have it all working and well detailed or was downloading all those different versions unnecessary