Yeah, I think you are confused in what you are trying to ask. MAME is only for arcade games as Dazz said. I think you must be asking if you can add it to your front end menu. I'm sure that much would be possible. If memory serves me correctly, I believe you use Maximus Arcade. Check out this link here, it talks about how to make shortcuts or batch files and add them to MA. I would probably go with the shortcut route, since it's easier, unless you absolutely have to make a batch file...
http://maximusarcade.com/forum/index.php?f=19&t=1159&rb_v=viewtopicBeing that I don't use MA myself, that's about all the help I can give you on how to add a SWF, or really any computer program, to your menu.
Another thing you will want to consider is, is this game cab friendly. Are the keys configurable? I believe I played this unicorn game once upon a time, and the key it uses is Z or something like that. Unless that's configurable some how, you would need one of your controls to be Z. Another thing to consider is, is there an Exit button in the game that you could use, that would return you back to your front end. I don't have the answers to these questions since I dont have the SWF game to myself, but just something to consider.