1. I believe if you edit the game you can choose which version of the rom is loaded by default. Not sure what setting it would be under, I have never used the full set importer.
2. No-Intro is for cartridge based systems, not Mame.
3. You can easily find and download the latest sets, Google "pleasuredome git io" and it will take you to the right place. You can get split, merged and non merged sets.
For guides and tutorials the YouTube channel is the best place to start for the more common stuff but we have a lot of written guides here on the forums as well:
https://www.youtube.com/c/UnbrokenSoftwareLLC