In the archive you downloaded, you'll find a folder called "romcnv". In this folder, you'll find (among others) two files called "cps2conv.bat" and "cps2conv_all.bat". Running the former will allow you to select a rom to cache-dump, running the latter will dump all roms in the selected directory.
Once this is done, you'll find the cache in the folder of the same name. Copy this file to the main cache-folder in the root directory of the archive and copy the rom to the directory called "roms".