You simply have to download the latest binary archive available from http://www.mamedev.org and to extract its content to a folder. You will end up with many files (below you will find explanations about some of these), and in particular
MAME.EXE. This is a command line program. The installation procedure ends here. Easy, isn’t it?
Other Operating Systems¶
In this case, you can either look for pre-compiled (SDL)MAME binaries (e.g. in the repositories of your favorite Linux distro) which should simply extract all the needed files in a folder you choose, or compile the source code by yourself. In the latter case, see our section on All Platforms.