These notes were on the website mentioned above.
Important! Game needs to be extracted to c:\mdk. If you extract it elsewhere, you have to manually edit mdk.cfg file and enter the directory it is residing in.
NOTE: You will have to run this game in Windows, by using the MDK95.exe file.
Be careful NOT to press the Windows key while playing the game, as you will have no way of getting back into the game. This is not the game's fault, since keyboards didn't have a Windows key back then.
Also, the game is runable in DOSBox, but you will have to have an incredibly fast machine. If you want to use DOSBox, then use the MDK.exe file.