This is what these and other files/folders on this CD are for. They are not necessary to use mame but are nice to have and add additional features.
Use the -cheat option in mame to use the below cheat file, see mame docs.
Some of these files are for use with Mame32 and Arcade@Home and other front ends.

samples:  Samples to get sound in various games with analog or unemulated sound  
artwork:  Artwork for machines which had images, which were projected on the screen  
hiscore.dat:  contains highscore saving and loading information for games  
cheat.dat:  with this file you can enable cheating in the games  
history.dat:  contains tips / tricks and game history information  
mameinfo.dat:  contains a list of mame-specific emulation problems  
catver.ini:  Game category information  
screenshots:  John IV creates great screenshots  
cabinets:  John IV creates great cabinet pictures  
flyers:  John IV creates great arcade flyer pictures  
icons:  John IV creates great windows icons for every game  
marquees:  Marquees for many games  
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