Hey JohnnyD, you just need to drop that votrax.zip file as-is (don't unzip) into the
polycade\games\arcade\
directory.
I'm not sure if AGS is going to recognize this as a non-game though - can you report back on this and let us know?
If AGS shows Votrax as a selectable game in the interface (oops!) another way to solve this is to unzip Votrax.zip and drop all of the files from it into the zip for each rom that requires it (qbert, gorf).
The history here is that some arcade machines used the same chips, and MAME allows these to be separated out into another file in order to preserve HD space. MAME also allows all of the rom files (unique and shared) for any given game to exist in one zip file.