How do I set up evilwm with conky on MX Linux right from the scratch ?

Conky is just a standalone program, you just need to install it and invoke it. It lives in the default repos.

There are some windowing switches you'll need to get familiar with to make it behave the way you want, but it's just the one .conkyrc file to change things.

You should be able to install evilwm and conky using apt.

https://wiki.archlinux.org/title/Evilwm

Outside of the install step (you’ll use apt to install), the setup instructions are the same.

Inside of evilwm you can manually launch conky from a terminal (ctrl alt enter to open a terminal), or if you want it to start automatically you can add it to the .xinitrc (https://wiki.archlinux.org/title/Xinit).

Evilwm has a configuration file where you can set window configuration on a per app basis (so if you wanted it as part of the background layer, or in a fixed window location.