The Official Command.dat is a file that allows you to view key press combinations for many "fighter" games, as well as a few others.
Put the file (Longhand or Shorthand version) in "/dats" folder of your MAME. Choosing "command" flag on the left of the list of emulated machines, you will see the commands (only for supported games).
You can see the commands during the game, by pressing TAB. and select "Command.dat" from available. Now you'll see the commands of the game.