Mtlx materials are created just like any other material in Solaris – inside a Material Library LOP.
Once the LOP is added, dive inside it and create a USD MaterialX Builder node. Inside the builder node, V-Ray supports most of the mtlx nodes (see the MaterialX Support table below for a full list of the supported nodes).
Then you just need to add an Assign Material LOP and specify a geometry for the mtlx materials. For more information on how to do it, see the Working with Solaris Materials page or watch the video in the Overview section.