This torrent only includes mame executable and kailera client for online playing using mame.
mameppkui.exe - this is the latest version of mame in the end of August 2009 so that means: That version of mame should support many many games - just like official mame 0.133u1 but it has online multiplayer support.
kailleraclient.dll - this dll is actually Supraclient 0.87.9.
When you try to click kaillera netplay from mameppkui.exe it calls the kailleraclient.dll - both should stay together.
This exe runs directly and opens graphical interface - no installation. For additional configuration of that version of mame you may refer to a generic mameui/mame32 configuraion.
No roms in torrent. There are mame roms on thepiratebay.org or demonoid.com