In the Clrmamepro profiler you have to use Create option. On the Filename line you browse to MAME executable. For description you can type anything there then create the profile followed by clicking OK
Once it's available in profile you can Double-click to load it.
Access settings and under ROM-Paths, add exact path to all your ROMs
After that go to scanner and make sure all fix options are checked and hit new scan.
If after this you're still stuck just search specific things on youtube. There's probably a few videos that show you how to get it all going.