^^^ Need some help with what you are describing.
That is greek to me
don't really have time to do a full tutorial on commandline use, guess you've only used the GUI builds before.
hopefully people here can get to the bottom of it for you, or guide you thought the process if you do decide to use one of the commandline builds.
windows key + R will get you a run prompt
typing cmd.exe will get you the command line
but beyond that you really have to know what you're doing to some degree, and it sounds like you have no knowledge at all.
most of the frontends assume a regular DirectX build too, not SDLMAME too, so might not help much.