The file mx.exe is the binary that you need to grab to run mx on your VAX VMS
machine.  It was compiled under VMS 5.4 on a VAX 6440 on November 11, 1993.
You can use the DCL utility mx.com to run it.  The utility will complain in
the quite likely event that you don't have enough pagefile quota
to run Mx.  I recommend that you check this out before you want to use it.
The use of mx.com is described in the manual which is available for a modest
fee of $25 to cover copying and handling.

See the directory ~ftp/pub/mx/examples for example files.