GameEx will generally download and install the most recent build of MAME if selected. Before GameEx, I started with the MAMEUI builds as I felt more comfortable using the GUI instead of command line options & modifying .ini file directly and use it to this day and it runs fine for me. As you become more familiar, you will learn how to update your ROM sets to the latest build specs, maybe even compiling your own to include special feature sets that allow for removing the nag screens that sometimes show due to ROMs possibly not functioning properly, game score saves, etc. There may always be some tweaks that you will have to make within GameEx to tell it where your ROMs, snaps, etc. are stored if different than the default paths. I usually set all of that up and test within my emulator first and, once satisfied, make sure that GameEx is setup properly and try it there. No frontend is going to be perfect and, often, the emulator programmer(s) will make some sort of change that will require changes to be made to compensate - by the user or by the GameEx programmers when appropriate.