easiest way getting exe-files in AM:
1) create a folder called roms, links or something that
2) put right mouse button on your exe-file and create shortcut
3) move this created shortcut to your created folder (and rename this shortcut as you wish)
4) create links of all your remaining exe-files
5) start AM
6) Tab-button > Emulators > windows_games > add your created folder to Rom Path(s)
7) Generate Collection/Rom List
AM adds your links (the extension of a link-file is .lnk) as a game in emulatorsystem windows_games