MCX data is no different form any other market data you might already be importing in Ami.
If its intra data, please contact the data vendor. Most of them have APIs - easily configurable.
If looking for iEOD data - then again, data vendor will have a help page on how to import it.
If you are looking for daily data, then I suggest, get the data from vendor/exchange. And do have a look at this https://www.amibroker.com/guide/w_impwizard.html
Please be specific in your query.