Downloading for MUGEN usually involves finding community-made packs or specific character "chars" that replicate the Magic Plus gameplay (such as infinite power gauges or modified move sets) within the MUGEN engine.
Because these are fan-made projects, they are often hosted on community forums or archival sites rather than official storefronts. Here are the primary places to find these links: download kof 2002 magic plus mugen link
The King of Fighters (KOF) 2002 Magic Plus MUGEN is an unofficial fan-modified version of the classic arcade fighter, combining the chaotic mechanics of the "Magic Plus" bootlegs with the expanded rosters and custom stages found in the The King of Fighters 2002 Magic Plus Downloading