Copy all .zip files from your downloaded “MAME 0.139 Full Exclusive” folder into the roms directory.
: ROMs are copies of the data stored on the original arcade game's circuit boards. To run a game on MAME, you need the game's ROM. mame v0139 full exclusive arcade set roms easy install
Never mix ROMs from v0.139 with a v0.250 set. MAME ROMs are specific to their version; using the wrong set will result in "Missing Files" or "Initialization Failed" errors. Copy all