PinMAME emulates the hardware found in almost every solid state pinball machine created from the earliest days of CPU-controlled machines (mid 1970’s) through 2014 (Stern SAM), with around 770 emulated unique Pinball machines and many more clones/revisions (overall more than 2700 sets). - github

For Visual Pinball Standalone it is embeded via libpinmame, so there is no additional setup.
But, roms should be present in $HOME/.pinmame/roms and within their own folder or zip. ex: $HOME/.pinmame/roms/totan_14.zip

For other setup, it’s automatically installed if you use the installer. If you just build VPX from source (not standalone version), you probably don’t have PinMAME at all. - External Tables & Roms with Visual Pinball built from source #45

see also

• How Does VisualPinball/VisualPinMAME Generally Work? - Both VP and VPM must be installed in order to play a VPM table, while VP alone is enough for VP tables only.
  • VPinMAME Test