Ok.   I am MUCH further than I was before.  Thanks to that step by step website instructions.  I got MAMEWAH to load.   I FINALLY see the menus.  (problem before was my Layouts folder was extracted into another layouts folder) 
I also got my games list showing.  Both good things.  I can run games from menu..  Here is where I still need help.
1.) Where do I get the artwork/screenshot info?
2.) Can I have MAMEWAH play mp3's in background? And if so can I have them stop once a game has been loaded?
3.) I have a Slikstik CO2 contol panel.  I am unable to get my Spinner/rollerball to work in games such as arknoid etc...  Went into controls and didn't see where I can adjust that.
4.) Went into 1942 game.  Was unable to fire or anything.  Not sure if I need a master config file to point to which controllers should be where and what buttons do what.
5.) When I use any joystick to scan down my game list it goes WAY fast.  And I am unable to just go down the list game by game.  So it is sometimes annoying to land right onto the game I want.  How do I adjust that?
THat is all for now.  

Thanks so much for getting me this far..