How to add custom bezels depends on which emulator you are running:
MFME (Fruit Machines): Open the machine, enter Design Mode (Ctrl + D or Configuration > Design Mode), and import your background/bezel artwork directly into the layout editor.
RetroArch: Place your bezel PNG and .cfg file into RetroArch/overlays/, then enable it under Settings > On-Screen Display > On-Screen Overlay.
MAME: Bundle your PNG and a default.lay file into a .zip named after the ROM, then drop it into the mame/artwork/ folder.
LaunchBox: Right-click the game > Edit Metadata/Media > Images > Bezel to display the artwork in LaunchBox.