Using RetroArch Playlist Buddy to generate a working playlist for RetroNX on Windows.
Set Base ROM Path to "sdcard letter:/path/to/roms".
Set Playlist path to a RetroArch core to "/retroarch/cores/switch/desired_core.nro". For example, to build a playlist for SNES games, set the path to "/retroarch/cores/switch/snes9x.nro".
Set Local destination path to "sdcard letter:/retroarch/cores/".
Deselect the option under Arcade Mode.
Select Use forward slashes.
Select Use different base rom path and set to your rom path, relative to root of the SD card. In this example, it's "sdcard:/roms", so it needs to be set to "/roms".
From here, you can click next step. Build the playlist for the system you set as the "Playlist path to a RetroArch core". Repeat for all desired platforms. Sample photo for building Snes9x playlist.
Be sure to replace "sdcard letter" with the drive letter assigned to your SD card in Windows.
Content can then be loaded from Load content > Collections > Desired system > Desired game.