To be in possession of the complete collection of images in this category, you have to download all of the packages on this page, starting with the one named "Full-Set" and even the latest version of ClrMAME dat. When you have all of these packages, extract all png images of the "Full-Set" in a folder (where you want to store images). Start ClrMAME and load the related dat; take a first scan with all activated fixes (many files will be marked absents). Then, using the "Rebuild" option and after extracting the "update" packages in separate folders, add the missing images; repeat this as many times as there are updates. When you finish, again full scan with all activated fixes.

For more details refer to this guide (in pdf format).