PBX doesn't scan your roms folder to generate a game listing, it reads an XML file to generate that listing.
If you have the games listed in GameEX that you want shown in PBX then it's a simple mater of copying over the XML at location *GameEx\DATA\PINBALLX* VERTICAL.XML or w/e you want to use.
In the setup wizard of PBX it must be [TABLEFILE] and are you sure your executable is named mame.exe? It's usually mame64.exe due to 64-bit being the best these days.
Is MAME working and launching games outside of PBX? You might need to adjust rompath option in mame.ini