Do you have to recompile (I assumed you were, but am I confusing you with someone else)?
If you don't mind using the precompiled binary (shiftermame360.exe, or what's just "shiftermame360" in your list as you must have "hide known extensions" in windows checked), set up shiftermame360 just like you did mame, but make sure either a) the rompath is set to the location where the ROMs are, or b) copy the ROMs into the roms folder you just made in that folder you listed the contents of so you could copy the files into it and make sure shiftermame360 & atomic are looking in that folder. (I don't use atomic, so can't help with setting it up; setting shiftermame360 should be done the same way as mame was done.)
If you want to recompile, that's harder, but I'll try to help there too. (You don't need to unless you want to do other changes to the source.)