So... a friend did this for me a long time ago, but I've replaced my computer since then, and I don't know how to do it for myself.

I know how to find the MAME executable. I don't know whether I need to download the .exe file or the .zip file, but I assume the .exe file is the better option.

I know how to run an executable file, and I'm assuming it installs itself.

I know how to find a copy of the antique video game I want.

However...

The .zip file I download for the game contains a lot of files with names like "a26-13.109" - and I don't know what I'm supposed to do with those, to get them inside the MAME and make the game playable.

I'm running Windows 10 on a 64-bit operating system, if that's relevant.

Is anyone feeling charitable and willing to help someone who's not computer literate to do this?