For Winkawaks 1.59, you need specific file types:
While this article focuses on Winkawaks 1.59, you should know that the ROMs you download (zipped MAME 0.109 sets) are compatible with superior modern emulators: Winkawaks 1.59 Roms Free Download
Recommendation: Use Winkawaks 1.59 for solo play or LAN cafes with old PCs. Use Fightcade for online multiplayer. For Winkawaks 1
If you are determined to build your library, here is the landscape of ROM sources for Winkawaks 1.59. Note: URLs and specific domains change frequently due to DMCA notices. Use search engines with discretion and trust reputable forums. Recommendation: Use Winkawaks 1