I dont think there is an easy way to check which romset you have unless there is a readme file with the set or in the archive filename somewhere.

Its probably easier just to download the right romset – google should help out. Its against the rules here to link to roms.

The those zips from the romset simply go in the /home/pi/RetroPie/roms/mame directory. You may need a neogeo.zip file in the bios directory if you want to play neo geo games in there.