Move the zip file into your MAME ROMs directory.
Downloading copyrighted ROM files from the internet without owning the physical arcade printed circuit board (PCB) or an official digital license violates copyright law in most jurisdictions.
It often makes characters like Omega Rugal, Orochi Iori, and Orochi Leona selectable directly from the character select screen without requiring cheat codes.
It introduces "Ultimate Mode" systems that allow you to mix and match elements from the Advanced and Extra fighting styles. This includes the ability to quick-max for extended combos or combine roll-dodges with a charge-based power meter.