Rulkiewicz - It sounds like you are really new to the emulation scene. Before working on any front end I highly suggest learning what a windows file path is and how to run a game from a command line. Familiarize your self with how games are launched using the command line. Knowing this will help out no-matter what front end you use.
Next, learn how to use ClrMAMEPro to audit, re-name and re-build your rom sets. Knowing how to use ClrMAMEPro will save you many headaches down the road. ClrMAMEPro, is not only for MAME, but it can be used for almost all of your console system roms as well. It is very handy to know how to use CMP no-matter what front end you choose to run.
HyperSpin has a big learning curve. You really need to know the first two points before getting further into the front end.
HyperSpin is really specific about the rom sets that are used. To use the HyperSpin database files your roms must be using the No-Intro.org naming convention. If you don't know what No-Intro is then it's best to start researching now before you go out randomly downloading roms from various sites. Basically "No-Intro" lists only the best available ROM; it must be a full dump with no faults and no changes to the file, basically just the ROMS that are the closest as possible to the original licensed cartridges.
For MAME, we use the standard MAME naming for MAME roms and the database files are normally kept up to date. The current version of our database is based off of MAME .138. One thing to know about MAME is that your roms must match that of your MAME version. So if you download a rom for .98 it may not work in MAME .138. This is where knowing how to use ClrMAMEPro comes in handy.
As far as your question about artwork; yes you can have screen shots, or even videos, for any system not only arcade roms.