Correct, @getnyce32 - Put the MX in place, add routes to it so it knows how to get to the MPLS Gateway and remote subnets, then point your desktop to the MX as your default gateway. Hopefully you also have a 2nd Internet Line for the MX all local traffic to the internet and / or VPN failvoer if the MPLS goes down. The routes you put in have options to check up/down status of another device, and if the remote device is down fail over to the VPN. The documents that @PhilipDAth linked have details on that setup. I used this for quite a while, and it worked great once I got it setup.
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