i dont know a lot about this Pocket PC but its 400mhz and it sounds like its very fast. I presume it will have Pocket 2003 on it so it sounds like you have a great chance to play Mame games 100%
The link for Mame seems to be down http://www.mameworld.net/mamece3/ but the CAB files seem to be working fine. Download the version you need, put it in the root of your PPC and then double click it to install it.
As for ROMS as you'll see in every other Pocket PC forum , forums wont allow you to post url's of where roms are for legal reasons
Just use a search engine and you'll find many
For other emulators as you are a newbie check out other great emulators for your PPC..