Having never messed with catver.ini or the category filters, that's russian to me.
1) OK, you need to download catver.ini, preferably corresponding to your Mame version. I used to get it from:
http://www.mameworld.net/catlist/ . Note that this version hasn't been updated for a while...I use Mame 0.99 so I haven't bothered to see if anyone else make an updated version, but I expect a search would fine someone probably has.
2) Place catver.ini in your Mame folder and point to it in your mamewah mame.ini file, eg:
catver_ini_file c:\mame\catver.ini
3) Refresh your main games list (the category info will then be picked up)
4) Go into a custom list (any list other than 'All Games'), and go into Games List Options > Generate Filtered List... At the bottom of this submenu will be Category Filters - select that and things should become obvious at this point. Back out of the menu and your list will be filtered accordingly.