I don't know how to help...following the step-by-step video tutorial should end to a working system !
Anyway, the simplest think to start with is:
- Open mGalaxy Runway
- Drag the 'MAME' system from the left column to the right column (User Systems)
- Open your Mame folder and drag the application (.exe) file to the 'Executable' field (or click the 'Executable' button to pick it from a file select dialog window)
- Drag the folder which contains your mame rom files to the 'Roms' field (or click the 'Roms' button to select the folder from a dialog window)
- Finally, click 'Save' and launch mGalaxy
You should see all of your files listed...but with their rom name. Can you see them?