Ahh, there is nothing wrong. It found those ZIP files, somewhere, and put them in the games list.. MAME roms are encapsulated in ZIP files, so that's why.
Go ahead, and drop ROM files in, it should be okay.
The metadata package you refer to, yes, does contain a massive database of ROM files and attributes for MAME games, so that they automatically get metadata and snapshots.
-Thom