Most MUGEN builds come as a standalone folder. You generally don't need a separate emulator; just the executable within the folder.
: Ensure that you download from reputable sources to avoid malware or viruses. Websites like Romhacking or official forums dedicated to MUGEN and The King of Fighters series are good places to start. download kof 2002 magic plus mugen exclusive
If you successfully launch the game, here is what makes it different from standard KOF 2002: Most MUGEN builds come as a standalone folder