No Mercy Mod - help needed!

Hi all

First time post so I hope this is in the right place! (Sorry if not)

So I have got the Project 64 emulator and am trying to assemble all the bits together to run a modded version of WWF No Mercy - but I can not understand any of the locations for various folders and things.

Has anyone got any epxerience of this or tips I can try - I have been following the screenshot provided but it just confuses me.

Thank you in advance
Kyle

Sorry I should have said it is the WWE Legends one!