1- Taito Type X/ XII games are usually found in folders, that is when you unzip the archive it will be a folder.
2- Games are usually run via game.exe or through launch.bat or gamename.bat. This differs because since there is no central database like no-intro, redump or mame the files may differ depending on where you get the rom archive from
3- check and see which file game.exe or .bat runs the game (by actually running) and create a shortlink for the file. rename the shortlink to what you want and place it in separate folder.
4- create shortlinks for all games and you will have one folder with shortlinks of all taito games.
5- If you have not made an emulator.cfg file for taito type x in Attract-Mode/emulators create a TaitoTypX.cfg file and enter following:
executable cmd
args /c "[romfilename]"
rompath C:\Path To Roms Links
romext .lnk
Modify the rompath to location on your hd (this will point to the folder where all shortlinks are placed) and run the game via AM.