I couldn't find easy to follow instructions for setting up Visual Pinball X with VPinMAME, so I created one. I've tested these instructions using Windows 11. With these settings, I can run any VPX game at full speed at 2560x1440 resolution on my i9-9900K CPU with a GTX1050Ti video card.
Replace "D:" with whatever drive you prefer in the instructions that follow.
Follow these steps in order.