How do you load a game in the Mame emulator

First, install a MAME frontend to your mame program if it doesn't already have one. It makes things so much easier. The core MAME program is a slightly unweildly command prompt program. The frontend will make the interface menu driven. Try a program like, "VI Play".

Make sure your romset is in the ROM folder in the mame file group. Select "file" from the top of your opened MAME program and frontend, and "Load" or "Load rom". Navagate to where you have your rom folder (If you haven't set the directory in the program yet). and select your still zipped rom file (don't unzip the files, leave as is).