Welcome aboard, Trevor.

Before you dig into your front end program (Maximus Arcade), you need to get your emulator program (MAME) working.
There's more info
here, but the easiest way to get started is to:
1. Identify which version ROM Set you have. (0.172 is the newest version of MAME, your set may be older)
(Please don't mention
where you got them, because of
Rule 5.)
If you want a known good starting point, use some of the legal ROMs
here.
2. Download the matching version of
MAME. i.e. if your ROM Set is 0.144, download MAME 0.144.
*** It might be easier to get started using one of the GUI builds like
MAMEUIFX if you aren't familiar with batch files and/or command line. ***
3. Copy all the zipped ROM files (your ROM Set) into the "..\MAME\roms\" folder.
Leave the individual ROM files zipped.(i.e. filenames in the "..\roms" folder should be like dkong.zip, galaga.zip, etc.
not the files inside those .zip files like gg1_1b.3p, gg1_2b.3m, c_5et_g.bin, c_5ct_g.bin, etc.)
NOTE: Some games will need BIOS files, too. (i.e. Indiana Jones and the Temple of Doom "indytemp.zip" also requires the "atarisy1.zip" BIOS)
4. Launch MAME from the command line by typing the MAME executable filename followed by the ROM name. (i.e. "mame dkong")
*** If you are using MAMEUIFX, double click on the MAME executable (mameuifx64.exe), then Tools--Audit all ROMS (you only need to do this when you add more ROMs to the "..\roms" folder), then try launching one of the games you know you have the ROM for. ***
Scott