These explanations apply to v1.61 but other versions are very similar (I haven't tried the new beta so I can't speak for that). The exact naming convention is described in the docs in the mamewah directory.
first of all, do you have the 2nd platform (daphne) setup in mamewah? (i.e. can you switch to it with the main menu, even if the layout is not to your liking?)
if you're properly setup your ini directory shouold have both a mame.ini and daphne.ini, your files directory should have at least mame-0.lst and daphne-0.lst, etc...
If so it should be easy: create a new layout in the same directory as your main mame layout, and save it with the same name as the 2nd platform, e.g. daphne.lay
the relevant graphic elements should alo be named accordingly, i.e. daphne-main.jpg, daphne-art1.jpg, etc...
As to which key changes emulator, take a look at the ctrl directory inside of mamewah, it shows what key is assigned to what function, and you can chage keys there.
I think the defaults are keys 4 and 6 per the following lines in default.ini:
NEXT_EMULATOR "DIK_4"
PREVIOUS_EMULATOR "DIK_6"
Hope this helps. it's all in the docs, although the first time it can be a little confusing. Once you get it though, it's pretty easy.