Hello, all you need is mame.
First copy the compressed files in the "artwork" folder of mame.
When launching the game, press "tab", then, in the menu "video options" choose artwork "VCabinet mode". Plus you have to select to show you all artworks (marquee, bezel, etc., ...), Make sure the option "crop artwork" is not activated, and you rotate the image, as they are designed to be viewed in portrait . These artworks are designed for use in a wide-screen monitor with 16:10 format rotated vertically.
To make these artworks need to know how work lay files.
You can download a tutorial I did in Spanish here:
http://www.m*diafire.com/view/?ssrw72ipha5anmk (change "*" to "e")
You can also find information in English here: