I'm willing to bet they will, you just have to find the same games under M.A.M.E.'s roms.
If you're under a CPS/2 section of a rom site, those roms are meant more for an emulator like Kawaks/Winkawaks, Final Burn Alpha, Nebula, etc., than for M.A.M.E., but M.A.M.E. will run it's own versions of those games just as well.
If you've updated M.A.M.E. from a previous version, you may have to get updated roms too.