Open your emulator for the first time. This forces the application to generate its default folder paths.
But if you want , skip it and invest time in a modern setup. The “easy install” comes at the cost of being frozen in 2010. mame v0139 full exclusive arcade set roms easy install
In the world of emulation, is considered a "Milestone" build. It is one of the most sought-after versions for a specific reason: Open your emulator for the first time