Okay so here's the first thing you have to understand. All of the different versions of the games share characteristics with one "parent" ROM and Mame correlates each version of a game or "clone" back to the one parent so there is no need for each clone to carry all of the required files.
SO for example The Simpsons (2 Players World, set 1) contains only the files that make it's unique version of the game, and will not run unless The Simpsons (4 Players World, set 1) which is the "parent" is also in your ROMs folder.
Let's rule out any missing parents first, can you run mame from a CMD line?
try:
c:\Mame> mame simpsons
if the game doesn't start tell me what error message it gives you.