You go to a website, like mugen-infantry.net then download it, and then put the mugen file somewhere in your computer. You could also get screenpacks, characters and stages for it, too.
When you download your character unzip it to your mugen folder. Then copy the name of the folder. Now go to the data folder and open " select.def " with notepad or word pad. Scroll down until you see...
Go to options (scroll down and press enter when you see the icon). Than go to input commands (when you see press enter). Than go to P1 controls (press enter). When the words for a certain command are...
as far as I know, you can change the controls in the options menu, then choose Input config, then set the controls. A=Light Kick B=Medium Kick C=Hard Kick X=Light punch Y=Medium punch Z=Hard punch...