When MAME Classic appeared in 1999, it allowed MAME users to enjoy all of the games available for the emulator without having to enter any command lines, since it provided a visual interface.
When configuring MAME Classic, you'll need to indicate the games that you'd like to see in the application's interface. A filtering system allows you to modify the number of games visible at the same time.
The next step is to point to the location of the MAME emulator, which you need to have installed in your hard drive beforehand. Once that's done, you're ready to go. Just remember that you need to download any game ROMs yourself.