Refer to the wiki to see which version you need. Make sure you get the right romset for the emulator you choose. Choose 1 to be your main romset and put them in the arcade folder. It doesn't really make much sense to have complete mame and fba since most of the games would be duplicates. The bios should be in the same folder as the roms.

No, but it depends where you put the roms.

1) in each ROM subfolder for arcade games, be it MAME4all, MAMElibreto OR fba, i need to have the neogeo.zip, correct?