Here is a quick proven method.
Still Interested if other people have found a better way. Roland if difficult software and not very capable. There are very many more option out there for Software and Equipment. I have one of these machines so I am stuck with trying to get it to work but it has been difficult and I would not buy one again. This is the bad way....I can interface directly to the MDX-500 with Aspire and add a print driver from Roland. You need to configure the post to output direct to the machine in the save screen. The MDX-500 stays in RML mode. Works OK but no real machine interface. You just have to send the file and hope for the best, just like printing. Downside is Aspire is expensive if you don't already have it. Aspire is not as capable CAM but you can do some stuff. I am fortunate to own a commercial version of Aspire for some consulting work I do for a local woodworker so I made it work.
Now the Good way. I am using a Tormach normally with Fusion 360 as a CAM package, much better way to go. The MDX-500 is a good back up machine and good for short flat work so I want it to be functional as well. Actually exceeds the Tormach 700 XY workspace.. Great hobby machine if you can get it but I would never buy a new one again from Roland. Got this one back because nobody could get it to run but it had less than 12 hours on it.
Post your CAM toolpaths with the Roland ISO Post processor. Simple enough. Then connect your computer to the Roland with the Parallel port. I had to get a dock for this but brings an old machine back to life. Configure the MDX-500 to NC code on start up. Configure the communication to Parallel port. Send the Fusion posted NC file (ISO version) to the machine via DropOut. You can get DropOut for free from Roland. Again, no real machine interface but still works reliable.
Give it a shot, give new life to an old machine that has no real modern interface.