Welcome
Easy Steps:
1. A PC
2. Download MAME
3. Find/Get ROMS
4. Read DOCS on how to use/install MAME and don't forget the WIKI. Quick way to get a game running in mame is MAME ROMNAME (ENTER)
5. Get MAME running on 1 or 2 games. This is a test that everything is set.
If you're not a COMMAND PROMPT execcuting dude, you may need MAME (GUI)
Fun Begin Steps:
1. Hunt for a Empty Cabinet
2. Get the Hardware such as Encoders, Monitors controllers etc...
3. Read on Basic Wiring
4. Install all hardware in the cabinet
Bottom Line: You may think your done at this point but you're wrong. I have my cab for more than 6-7 years and I'm still not Done

I get to play now with my cab but it really never got finish.
Lastly:
Enjoy and learning will take some time and patience.