Like RB said, that's the softlist version. It goes in mess/roms/megadriv
MESS softlist uses the files split into their original setup on the cartridge, so if you just have a combined lionking.bin or whatever, it won't work unless you specify that file directly. To make it softlist compatible you have to split the file into 2 parts.
And for what it's worth, it sounds like CLRMAME will work through Wine, but I've never tried it.