Basically the Jamma harness connects to 6 things:
1. Power (+5vcd, +12vdc, -5vdc) from a switching power supplys
Ya about that power stuff. Where to find/ what is/ how to hook up
Thanks
Don't take this the wrong way, but are you sure you want to be building one of these from scratch?

For example, although I like classic cars, and would love to own a 65 Corvette (yeah right, keep dreaming)....I would not try to build one from scratch. I might try to buy a old one, and restore/fix it, but not build from scratch.
Depending on your electronics skillz, you may not want to mess with an arcade monitor (voltage can kill you)...or the pinout/soldering part of the process.
I'm not trying to be offensive, but it sounds like you are new to JAMMA / Electronics.
If so, you may want to look into purchasing an old, working Jamma Cabinet (I picked up my working, MK1 cab for $50). This is what I did, and how I learned about Jamma....this way is much easier. Check out auctions, newspapers, etc...to see any old games for sale. (I recommend auctions)
You could either "restore" the old jamma machine, or eventually scrap it out for parts, or sell it to finance future projects.
I could be wrong, but starting from scratch, might be a bit more than you are ready for.

Either way good luck, and let us know which route you go.

BTW...the links I gave you earlier, should answer most of your questions, including power issues.