ask me im understand this guide its simple or just get retroarch set whichcore you use and download roms from here
dat files are "info" about avaible roms nebula use the same way so without dat files its not posible to play roms becuse are unavaible
every romset is for correct mame version so set for older mame maynot work with new version bios must stay in folder with roms mame detect is bios correct
mame emulate every arcade machine so if you want play neogeo or cps2 you need bios
about your fan i read it on amazon if not heat too much is not needed
about micro SD vs usb disk micro may be faster than usb but its easy to broken you cant recover flashcard but you can fix usb so your choice:
stability(usb) or speed and risk and im dont recomend sd i was have a sd card can be broken easily like :bad write mean you copy something but there is no electricity or something broken in pc like frozen os and you cant copy etc etc...
recomended emulator is retroarch choose core from there retroarch run every console :
http://emulation-general.wikia.com/wiki/Libretro#Cores
https://github.com/retropie/retropie...-configuration
http://www.libretro.com/index.php/ge...ith-retroarch/
https://gameroomsolutions.com/raspbe...up-easy-guide/
https://www.raspberrypi.org/forums/v...ic.php?t=56070
thats all now have fun
and sorry for late answer i was have hope that someone help you