Baron Von Gott

Hello, I'm new to Mugen. I wanted to wait until I had all my stuff together before posting this. Essentially what I'm trying to do is figure out how to set up and run a 1,000 character Mugen game with the full roster of the King of Fighters anthology and a few additional characters from Marvel and Time Killers. I've downloaded the full anthology, multiples of the additional characters (I don't know which is which), and about 10 different Mugens. What do I do now? How do I set up Mugen so I can test characters? I have like 8 or 9 Sentinels, about 6 Juggernauts, several Magnetos, etc. I only need one of each but different artists all made the same character and I need to check each one and only keep the best ones.