You can download them here( Google Drive ) or here( XDA )
1. Check which version you need by going to Settings/Decoder/General
in the Custom Codec tab it will tell you which one is needed (x86,tegra2,tegra3,neon).
Note: skip step 1 if your using aio (all in one) version
2. Download the one you need (No need to unzip it)
3. Go back to Settings/Decoder/General
and tap the Custom Codec tab then select the version you downloaded. DONE!
MX Player Custom Codec, Tool/Utility for the MX Player
Current Stable Version: 1.8.6
Last Updated 2017-03-08