Sorry I didn't get to you faster holiday got me. I have ubuntu loaded in a virtual box. The reason Bsoder has no folders is because mame has not been run yet. Click the dash button and then type "terminal". (Remember no quotes) Click on the icon that says "Terminal" to start it. (Also it might put it in the side bar on the left..if it does..just click it and it should pop up.) Then in the terminal type "mame". After the first run it will come up and complain about "no games check your mame.ini"..just hit enter or esc it will close and will make all the folders.Then in the terminal type like nitro said:
"..mame -cc"
first you need to create a mame.ini config file.
(Sorry for plagiarizing you there nitro

)
it will create it in your home folder (click home icon) when it (Nautilus) loads click veiw --> then select "show hidden files". You should see a ".mame" folder. (the dot indicates it's hidden.) First move your new mame.ini to your .mame folder. Now click your .mame folder to open it. Then right click on the mame .ini and select "open with text editor". Once open look for:
#
# CORE CONFIGURATION OPTIONS
#
readconfig 1
writeconfig 0
#
# CORE SEARCH PATH OPTIONS
#
rompath $HOME/.mame/roms;/usr/local/share/games/mame/roms;/usr/share/games/mame/roms <--this
hashpath /usr/share/games/mess/hash
samplepath $HOME/.mame/samples;/usr/local/share/games/mame/samples;/usr/share/games/mame/samples <--this
artpath $HOME/.mame/artwork;/usr/local/share/games/mame/artwork;/usr/share/games/mame/artwork
ctrlrpath $HOME/.mame/ctrlr
inipath $HOME/.mame;/etc/mame <-- this
change your paths where I have marked "<--this" make them look like mine. Then from the terminal type "mame" again. You should see a "gui" pop up and your games listed..type a name to search. Press enter to start it.
As for moving your games from your USB drive to your mame folder (you MUST have your mame.ini in your mame folder and your paths set right..last you MUST have at least one game in the folder or mame will complain no matter if the other things are correct!) First insert your usb drive..it should mount..your drive should appear in the file manager (Nautilus) press the F3 key..it should split (you'll see the drive open twice in the same panel (window). Then navigate to your .mame folder (click "home" on the left panel (remember show hidden files if you don't see a .mame folder) next click your ".mame" folder and then open your "roms" folder. On the side that has your USB drive click it to make it "active" after that press and hold Ctrl and then the "A" key. (it highlights everything) then right click the choose copy to other pane.