Mame32 is old. It's called MameUI now.
Might be because it comes in both 32 and 64 bit binaries. It also might be that standard official mame is also 32 and 64 bit. Mame32 should have been renamed way back in 0.53 period (starting with 0.37u14), when standard mame when 32 bit, but that's another story.Anyway, no reason to us mameUI if you're using maximus FE. MameUI is just standard mame + a front end UI, which you don't need with maximus doing that duty.
ROMs are copies of chips, and are grouped thogether in ROM sets in zip files for each game. CHDs are copies of hard drives, laser discs, and other non chip storage spaces. CHD stands for Compressed Hunks of Data. No real difference between the two except CHDs are usually bigger, are self compressed. Some games need just the rom sets, others need the rom set plus the chd(s).
Look at
MAWS to see what each game needs. (the "Data" area of each game).