1. How many snapshots do you have in the first place? If you don't have many, there won't be many to display.

2. If you downloaded a collection of them, from somewhere such as MAME32QA, all of them will be named properly to match the ROM. If you grabbed them from somewhere else (not your own grabs with F12), do make sure that they are in fact .PNG files and that they properly match the ROM names which they are supposed to represent.