Yes, MAME uses multi-threading to allow some tasks to be split up across multiple CPUs/cores.

How much RAM does MAME need?

System Requirements

The minimum requirements are: Intel Core 2-series CPU or equivalent, at least 2.0 GHz. 64-bit OS (Windows 7 or later on Windows, macOS 10.9 or later on Mac) 4 GB RAM.

Is MAME illegal?

Owning and distributing MAME itself is legal in most countries, as it is merely an emulator. ... For example, in 2003 Atari made MAME-compatible ROMs for 27 of its arcade games available on the internet site Star ROMs. However, by 2006 the ROMs were no longer being sold there.