Help With Roms

I need some help all,

I have made classic's and done a few DX's but for the life of me I cant understand how or what I am doing with loading the roms or working out which to use or how to set them up.

I got the following roms and in each folder there are a few different files and I have no idea how to work out which one's to use or what the error messages mean when I try to load them.

can someone help me or guide me one what to do with the following please ?