You need to precompile MIBs into binary file supported by NetXMS, we provide special tool for that: "nxmibc"
By default, all bundled MIBs as well as compiled file is installed into $PREFIX/share/netxms/mibs/netxms.mib (where $PREFIX is your installation prefix, e.g. "/usr/local")
To add custom MIBs, rename them to "<something>.txt" and copy to $PREFIX/share/netxms/mibs/
Then run following commans
cd /usr/local/share/netxms/mibs/
/usr/local/bin/nxmibc -d .
This will produce new "netxms.mib".
Then restart management console (no need to restart server), on connection it will update MIBs from the server.