This is where most users fail. You cannot just install the APK. Here is the correct installation method for almost every build from Archive.org:
Welcome to the chaotic, beautiful world of . descargar kof mugen para android apk archive.org
If this is too complex, search for “ M.U.G.E.N for Android pre-built ” on YouTube – many modders post direct links (but be extra careful with malware). This is where most users fail