You can get a list of slot options with
sdlmess cpc6128 -lslot
These are (as of MESS 0.159):
The ROM Box expansion can be used to load external ROMs such as [[MAXAM]]:
sdlmess cpc6128 -exp rom -rom1 /path/to/MAXAM.ROM
Up to 8 external ROMs (-rom1 to -rom8) are supported this way.