I dont even have a version of the WWF Superstars game named that way in mine, so it's probably a really old rom that is no longer used.
Regardless though, dragging and dropping the file, or using the add button should work fine, just make sure you check the box in the wizard to "use mame naming for emulators other than mame that use that naming" if you are choosing Retroarch as the emulator. It does sound like you are hand picking roms though, thats not advised at all for MAME as you dont actually know what version the rom is, likely why your naming on it is incorrect, that rom no longer exists, also why you have to use such a old core to run it, as it's no longer a accepted rom. MAME is different from other emulators in that roms change all the time, and a rom is only ever guaranteed to work with one version of the emulator, the matching one (so if your rom is from a 0.232 romset you have to use version 0.232 of the emulator as well, the rom may not work in any other version as it may of been named that way and contained exactly those files in the zip for that one version only before changing names or files inside of the zip).