Oh my. 
The fact that you had to ask means two things.
You didnât read the instructions on the shader thread.
You arenât at all familiar with shaders.
The shader thread is here.
The installation instruction are near the top of the first post.
That will take care of #1.
#2 is beyond the scope of this thread.
The Retroarch .com section on shaders has a lot of info.
Yeah I actually said in that thread when I first created an account here that I didnât understand itâŚ
âI have been reading and re-reading this whole thread over and over for DAYS, but I am just not comprehending it due to how complicated it is (from my perspective/skill level)âŚâ
At which point I was directed to this thread.
I am going to private message you.
Where can I find these Overlays for Xmen vs Street Fighter?
They are AWESOME!
I think the are part of the Bezel Project overlays.
this one is a personal creation https://www.mediafire.com/file/fhprr4zjvofg7cf/xmvsf.zip/file
Following @Duimon advice, I post this here: Iâve seen several overlays posted as .jpg images in this forums. AFAIK, Retroarch needs a .png so I those images wonât work âas isâ. So my question are: Why do they post them as .jpg instead of .png. And the second question would be: Is there any easy way to convert them to .png withou using pro tools like Photoshop and stuff?
IrfanView or GIMP should have you covered or even Microsoft Paint.
It is most likely the forum engine converting them due to size.
Simply converting them to PNG wonât get back any transparency that is lost in the conversion.
It is my assumption that they are posted only as a screenshot and need to be downloaded in their original form via a link. (If you are using them as a regular overlay.)
The Mega Bezel can draw the bezel and screen on top of either a PNG or JPG but for some intended uses, can be drawn behind. In this case a transparent PNG would still be needed.
Technically, there is a âcutoutâ feature in the Mega Bezel, so if only a simple rectangle is needed, it would still be possible with a JPG.