My Roms used for tests are ok with all items you reported, filename, extension, .cfg file etc.; The issue was that I kept the .BIN with the .CFG into a folder with the same name of the Rom, instead to put them directly into the, i.e. "A" folder. So, the issue has been fixed 😀
Also it's possible to create any name folders for grouping and sorting the Roms, that's perfect 👍
Thank you for your help and sorry to have bothered you off with a stupid question.