So, there's no magic in attract mode - it's awesome, but it's going to take you some time to get to where you see in anyone's youtube video.
Here's what you need to do:
Before you do anything with Attract Mode:
- get your emulators working and configured individually
- get your joysticks and video modes and fullscreen and commandline options and exit keys all bound and set in each emulator
Install attract mode
- bind your controller and keys, configure attract mode
- Create a proper emulator config file for each emulator in attract mode
- scan your roms and scan artwork
- create a display for your emulator
- repeat for your other emulators
- search for additional attract mode themes and install them
- search for missing artwork and add it to each display
- Test, test, test, play, test some more
- read through the forums and spend LOTS of time fine-tuning your setup to your liking
- repeat