All roms and media files are stored on USB Stick folder. On windows a USB Stick is listed as normal drive. Please format as fat32.
The needed folder are generated automatically when plugging a empty USB Stick to the raspberry pi with regamebox. You will be asked to generated the folders or not. Take options YES if you want to generate the needed folders. The system will be rebooted after folders was created. After checking that the USB Stick work, shutdown the system, deplug the USB Stick and copy the roms to your USB Stick.
For Linux User, the folder name for your USB Stick on command shell in regamebox system is