It's often distributed in a "Full Non-Merged" format. This is crucial for new users—it means each .zip file contains all the data needed to run that game, including BIOS and parent ROMs. You can drag and drop any ROM from this set into the roms folder of MAME4ALL, and it should just work, without needing to worry about complex file dependencies.
: Because it is an older version, it runs extremely well on hardware with limited processing power. However, it is not compatible with romsets designed for newer versions of MAME (like 0.78 or 0.139) without conversion. mame4all 037b5 complete romset 2270 new