Always verify sources. Some "full pack" downloads found on third-party sites can trigger security warnings or contain unwanted software. It is best to download the emulator directly from mamedev.org .
The "engine" that mimics the original arcade circuit boards. mame-32-game-download
If you are diving into a MAME "Full Pack," these are some of the most highly-regarded classics that highlight different eras of arcade history: Always verify sources
These are the digital copies of the actual game data, extracted from the original chips. mame-32-game-download
While the MAME emulator is legal, downloading ROMs for games you don't own is generally considered a copyright violation.