Im having trouble with this as well (100% noob as well). Have tried setting it up as suggested elsewhere in this forum by doing the following:
Install mame4all-pi via the RetroPie setup script (Option 2 “Source based installation” then select only mame4all-pi)

However I get the following error after setup has finished:
Could not successfully build_mame4all MAME emulator MAME4ALL-Pi (/home/pi/RetroPie-Setup/tmp/build/mame4all/mame not found).

I’ve attached the error log too.

help!