The best solution would be to scan your romset as described in the wiki. If it's complaining about any other files then you might be trying to run the neo geo cd version, but you're probably telling it to run the mvs or aes version. Finding the NEO GEO games amongst the MAME sets is pretty easy when you know what to look for.
Emulator Files and Downloads | Emulation64. yeah you are coming right place to download neogeo. zip' in to another folder and replaced the original 'uni-bios. Archive includes CACHE conversion tools and English translated documentation. 2nd make sure you got the NeoGeo bios files in a separate zip file, if not see Q3 for that.
Get the Neo-Geo ROM files you want to use, in.Uploaded by masos2018 on October 21, 2018.