NeoGeoFreak2004 (./3) :
Thanks man but can you please make a tutorial on how to build and use the sdk?

Yes instructions are all there with the dev kit. You program in C but can use assembly language later if you want to.

Best thing to do is to build the example game - Neo Thunder

Once you have that running in MAME then set yourself little tasks to enhance it and make changes.

Then at a certain point you will confident enough to make your own game using the NeoThunder framework as base code