I prefer the Steven Selph scraper too. The built in scraper pretty much sucks (not RetroPie's fault, it's built into EmulationStation). The built in is too slow, and it's fuzzy logic is terrible. Whenever it doesn't have an EXACT 100% match, it prompts you for the game, even when there is only 1 game on the list. Steven's is much faster, requiring no user input. The fuzzy logic built into that one is like 99% accurate. I've not come across any mismatched games, but the scraper doesn't find them all. A lot of Japanese games just fail "hash checks". I haven't figured out a way around that, other than scrape with Selph's first, then go back in and use the built-in one.
But the other replies are correct. Before I started building my setup, I went through the WIKI and DOCUMENTATION. In fact, just about everything is already covered in the video on the homepage's link to Installation:
https://retropie.org.uk/documentation/installing-retropie/