>(I am not the host of this server)

Here is a tutorial on how to download SRB2 Kart:
https://www.kartinvidya.me/guide/#installing-on-windows
It's very simple and quick, the longest part will be downloading the stuff when you enter the server
Remember to run the "srb2kart-neptune" file, NOT "srb2kart"

>Joining the /mlp/ server
1. Go to Multiplayer on the title screen
2. Highlight "Specify IPV4 Address"
3. Enter pony.win
4. Let it download any files that have been updated on the server.