Cannot find rom with any given extension

[elfuegodelbanjo]

Hello, here's the background: purchased MAME 0.224 loaded onto thumb and have all roms zipped

I have checked the path in hyperHQ for the roms and the mame emulator but cannot launch , "any provided extension" 

Watched videos, searched Google and reddit, just can't figure out what I'm doing wrong and cannot fix this ??