Can EU Treaties (eg. Rome, Amsterdam, Nice, Lisbon) be said to contain laws?
If so, do MEPs get to vote on these?
The documents you list are all multilateral treaties between the EU member states (the Inner 6 for Rome, the EU15 for Amsterdam & Nice, the EU27 for Lisbon). As such they form a major portion of international law between the signatories and it is definitely fair to call the content "law". Calling it "laws" is open to misinterpretation as applying directly to individuals rather than between countries (you wouldn't be sent to prison for contravening the Lisbon Treaty).
The European parliament voted in favour of a non-binding resolution endorsing the Lisbon Treaty by 525 votes to 115. However, this had absolutely no power, and the treaty would have still gone into force without the parliament provided all of the EU27 ratified it. In general, every member state has veto power over the amendment of EU Treaties, except in a very small number of areas.