Mame will not appear in the mint menu. the executable file is located at "/usr/games/mame" and the documentation and instructions are at "/usr/share/doc/sdlmame".
For future reference, if you need to find the location of a program file you have installed via mintInstall or Synaptic Package Manager; open Synaptic, search for the app, right click on the listing, select Properties, and click on the Installed Files tab. This gives you a list of all files installed as part of the program in question.
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