I had a similar issue, but regarding the PSX emulator. The solution for me was to use a different file type. I was using .bin, but emustation is looking for the .cue to launch the .bin.
I was told it's recommended to keep all files zipped, but in this instance, I had to unzip and place all files (.bin, .cue, etc) into the roms folder together.
Bit messy, but it did the trick.