xroar package is built for MSys2 32 and 64 bit and MINGW64, MINGW32, and UCRT64 environments.
Most other packages built for both MSys2 32 and 64 bit.
mame package is built for MINGW64 and UCRT64 environments.
mame-tools package is built for MINGW64, MINGW32, and UCRT64 environments.
Use 7-zip on the files with 7z extension.
Both cmoc_toolchain and gcc6809lw_toolchain 7z files includes lwtools.
Install vasm package before vasm6809 package
Command I use to copy roms to MSys2 location that works
mkdir -p ~/.xroar/roms/ && cp /${SYSTEMDRIVE:0:1}/Users/${USERNAME}/AppData/Local/XRoar/roms/*.rom ~/.xroar/roms/