Hi,
You are welcome to e-mail
classics@atarimax.com if you need immediate support, I don't always check the forum for public postings.
The 5200 cartridge supports ROM, BIN and A52, as these are all the same thing with different extensions applied.
ATR format is an Atari 8-bit computer disk image format, you cannot use those programs on an Atari 5200 game console.
Be aware there are BIN/ROM images for the 8-bit computers too, and most other consoles, which are not interchangeable. You would need ones specifically made for the Atari 5200.
Thanks,
Steve