ROM files are the arcade games that were sucked out of the real arcade machines. The MAME™ software pretends to be the real arcade machine to run these ROM games on your PC. No ROM files are included with the MAME™ software, nor do we host any of these files. You can find more information on MAME™ ROM files by searching Google™.
If you own the original games, there are also services to get them on DVD here and here.