So a more detailed answer... The common way of updating to a new mame version is as follows:
- Run a full scan with all check/fix options enabled. Normally after that full scan you should only have missing roms/samples/chds listed (that's the sets which have new additions or were added in the latest release) and rarely some other issues listed (like not moved/renamed files due to already existing copies, or system locked files, etc..). I assumed that you placed new sets which you may have collected during the MAME releases were placed in an add-folder (settings)...so they get picked up via fix-missing.
- So...how to add the rest which is missing....you can simply drag'n drop them into the scan tree window...internally that's a rebuild operation (so theoretically you can go to the rebuilder dialog, do the actions from there, go back...etc...but that's a waste of time...scanner drag'n drop is faster), so be sure your rebuilder destination points to your rompaths. With the option to automatically do a rescan after rebuild, the scan results tree gets updated in one go. If something is still missing, repeat this step with newly accuired sets....
Keep in mind, clrmamepro cannot magically create files from nothing...you need the valid new files somewhere....and the rebuilder is a quick way to add them without caring too much. But also keep in mind that the rebuilder is a file (not set) based engine. It takes a file from the source, compares its hash against the database and adds the file - now with the correct naming- to EACH instance (i.e. each found match in the database) in the destination folder.
--- snip --- end of general explanation...
If cmpro's scanner asks you that it want to add a missing file, then the fix-missing operation found a valid file in either your backup folder, your rompaths or the defined addpaths and tries to add it to the place where it was detected as being missing.
If this fails for whatever reason (e.g. system locked the file, out of space, etc..etc..) then you may have to do it manually. But generally it would be interesting which file in detail cmpro asks you to add to which set....some example files and screenshots would be helpful here.