MAME has many dat files that inform frontends about many kinds of details, most important are the information and history of the games, but also a dat file to tell us about the way to start ‘difficult’ games (like racing games that need the steering wheel to be configured), or one to tell us the key combinations that do special moves in Street Fighter II.
To use these in QuickPlay, you need to set up the Media Panel yourself to give a MAME emulator a TAB with each of these types and its very easy: In the Media Panel Config Editor you can find or add all the different Mame dat files as types, you need to link to your MAME/Extras directory in each case, QuickPlay will find the file by name.
The Info and History files are special cases - even though they are part of the MAME dat files (the same as all the other Mame Dat files), they are called GAME INFO and GAME HISTORY files in QuickPlay (the reason for the difference is that there are also these files for the Good Sets available via the Tools Menu > Romdata Magician, to give you information about home computer and console sets, see the entry on setting up the system ini files), so for instance either MAME’s info file can supply information about Nintendo NES games, or Romdata Magician can). You set them up in the same way as the other DAT files, its only the name that's different.
You set all the Dat files up in the same way thought, just link to the folder in which the file you are setting up lives.