If you can export the filenames to a plain text list (one entry per line), you can run a very easy batchfile script (or even single command line).
Say your plain text file is "filename.txt" and you want to copy all of your roms from c:\roms to c:\location, you'd run from the command line (or in a batch file):
for /f "delims=," %%I IN (filename.txt) DO copy "c:\roms\%%I.*" c:\location"
Make sure you copy and paste that properly. Don't mess up spaces and whatnot.
That'll run through the file grabbing each delimeter as a argument to copy. I do the same thing with catlist or sortinfo outputs to .csv files (which can be copy and pasted into a plan text file easily). Say I want only vertical games for a vertically mounted monitor cab, it's just a matter of piping your mameinfo into sortinfo, deleting the horizontal games, and then using the above to copy those games across from the resulting list.