Steps to setup docker on MX Linux.

1. Follow instructions provided in this link for debian distro.
2. Run sudo groupadd docker
3. Then sudo usermod -aG docker $USER
4. Install apparmor if not already. sudo apt install apparmor
5. Restart services. sudo service apparmor restart and sudo service docker restart
6. Run docker run hello-world => this should tell you whether you have installed properly or not.