Open a terminal and type the following:
locate sdlmame
This should tell you where it is located. It will throw up a few things that match, but hopefully not too many. On my Ubuntu 8.10 box, it's located in '/usr/games/sdlmame' (however, the config folder is '/usr/local/share/games/sdlmame/roms', not what you have).
If it doesn't find it, you may need to update the database:
sudo updatedb (or su updatedb) - I don't know if YDL uses sudo or su normally. Then try locate sdlmame again.