Instructions
Download the Goku Legend character files from the "MUGEN Characters" website.
Create a folder named "Goku Legend" in your "chars" folder inside of your "M.U.G.E.N" installation folder. Extract the downloaded files to the "Goku Legend" folder in your M.U.G.E.N installation folder.
Navigate to the "data" folder in your "M.U.G.E.N" installation folder and open the "select.def" file in a text editor such as Microsoft Notepad.
Add the text "Goku Legend" on its own line to the "[Characters]' heading and save the file via the "File" and "Save" buttons.
Launch the game and play as Goku Legend by selecting him at the character select screen.