i dont have access to my pi right now so I’m not entirely sure but two places to check /etc/emulationstation/ and then it should be in a theme folder of sorts if i remember correctly. if not there, /home/pi/.emulationstation
Better yet if you are trying to get the genesis theme instead of the megadrive theme- the easiest way to do it is change the es_systems.cfg file under megadrive. You can keep all of your roms in the megadrive folder and everything else the same- all you have to change is the theme.
change it to look like this
<fullname>Sega Mega Drive / Genesis</fullname>
<extension>.smd .bin .gen .md .zip .SMD .BIN .GEN .MD .ZIP</extension>
<command>/opt/retropie/supplementary/runcommand/runcommand.sh 0 _SYS_ megadrive %ROM%</command>