Look for the official release threads on MUGEN archive sites or the creators' YouTube "Release" videos. These usually contain the most up-to-date Mega.nz or MediaFire links.
SNK vs. Capcom: Ultimate MUGEN 3rd Battle Edition V3.0 – The Definitive Crossover Guide Look for the official release threads on MUGEN
MUGEN is portable. Simply open the folder and double-click mugen.exe to start the game. Look for the official release threads on MUGEN
Since this is a fan project, you won't find it on Steam or the Epic Games Store. Here is the general process to get it running: Look for the official release threads on MUGEN