You cannot get this file from the Google Play Store. You must download it from a trusted community source (usually the MX Player official forum or XDA Developers).
The standard solution is to install a "Custom Codec." This is a file that MX Player loads to handle formats it doesn't support natively.
You need to know what processor your phone uses to download the correct zip file.
Before downloading anything, you must know which version of the app you are running, as the codec file must match the app version.