OK, first things first it looks like you just have some random MAME roms that you have downloaded from the internet, thats not really a good idea for MAME, MAME is different from most other emulators in that its versioned and also comes as "romsets" of which there are three different kinds, and unless your rom is from a "Non Merged Romset" it may quite likely need more files than just the rom itself (it would likely also need the bios file, and if the game/version of the game you have is a clone you would also need the parent). Also grabbing random roms its next to impossible to know the version of the rom you have, and that is important as the roms are only guaranteed to work with the matching version of the emulator. If your rom is from say romset 0.175, then you really need to use the 0.175 version of the emulator in order to know for sure that it will work. I see from your image you have Galaga, do you have any idea what romset it is from, im assuming not?
Lets focus on just the one emulator for arcade as to not confuse matters here, and i recommend MAME standalone here and not the Retroarch cores. Which version of the MAME emulator are you running? Have you told said emulator the location of your arcade roms? Do the games load if loaded directly in MAME without Launchbox's involvement?