These are all RetroArch cores used specifically for those individual systems. Meaning you must use Final Burn Alpha core for Final Burn Alpha arcade roms, CPS1 core for CPS1 arcade roms etc. No the Neo is not the same as the Neo CD Emulator, but it is much easier to setup & plays the same titles. Check out
@mastershoes forwarder thread for RetroArch forwarder. I highly recommend you use the above links as
@rogerioronin has provided everything it would take a newcomer months or years to gather. Read his instructions for installation, he has provided compatibility as well. Warning, there is a learning curve to RetroArch but I promise it is worth your time if you are careful. RetroArch also emulates Sega(All), NES, SNES, GB(C), PCE(CD) "TG16(CD)", WonderSwan, NeoGeoPocket, very well - outstanding. Happy Gaming