Hey guys don't laugh, he probably really ran mamewah, I made the same nooB the first time I tried mameWah: the mamewah installer creates a layout.zip file in the mamwah installation directory (for example c:\mamewah\layout.zip). You need to unzip it in the mamewah directory which will create a c:\mamewah\layout directory with at least the Classic 640x480 layout.
By the way, if like me you get "stuck" in mamewah not knowing how to get out of it because you can't see the menus, press 2, then press the down arrow a bunch of time (like 10) to make sure you're at the bottom of the list, this selects the (not visible) Exit MameWah menu by pressing 1, then press 1 again to select the Exit To Windows menu item (which you can't see because you don;t have the layout file).
To mamewah developper(s): why isn't the layout directory automatically created during isntallation? It seems logical that it should rather than have to go unzip the file yourself