If you just want general inputs you can type mame and choose from the menu that comes up. If you want more complex settings you will have to modify the ini file with a text editor. If you do not have and ini file to alter type mame.exe -cc in the directory that mame.exe is located and an ini file will be created.
Another way to change setting is to load a version of mameui and use the menus in mameui to change settings and then go back to mame.exe.