left or right on your joystick will jump to the next "page" of games. Still take a while to go through 4000+ games, so sort them out in different lists and use "3" to switch list.
As far as layout, unzip the artwork in something like C:\MAME\SNAPS or whatever, you should have a bunch of png pictures that have the same name as the corresponding mame ROM.
Then enter the path c:\MAME\SNAPS under artwork #1 in the emu1.cfg (or whatever number your mame emu is) . These instructions shouldwork for any of the "classic" layouts.
If you have other artwork (flyers, cabinet pictures, ...) enter them under a different artwork number but I don't think the "classic" layouts make use of them so you'llhave to use the layout editor to add them. Whenever you're missinga picture you should see the mamewah logo instead.
Another solution is to use Dave Butler's excellen "mamewah configuration" utility and you won't even have to update the CFG files by hand. also, you should have instant feedback on whether your artwork is properly found and displayed (do a search on this forum for a link to the software).